Summary
Description
MACP is seeking candidates who share the organization’s values and commitment to join our team as an Investment Analyst, Risk Management & Asset Allocation.
The Investment Analyst, Risk Management & Asset Allocation will be responsible for assisting the investment team in managing the investment risk and asset allocation for the Margaret A. Cargill Philanthropies. The Investment Analyst provides analytical support, knowledge of fundamental and quantitative research techniques, and strategic insights to conduct research, assess risks, assist in the management of strategies, and report results.
The Investment Analyst will report to and assist the Director of Risk Management and Asset Allocation in all aspects of investment risk management and asset allocation and will be a part of the Investments team.
Responsibilities
- Assist with decomposing investment portfolios and returns by retrieving and cleaning data, analyzing and interpreting portfolio analytics, and reviewing fundamental and quantitative research.
- Support the management of a risk premia portfolio by gathering risk premia strategy returns and position data, reviewing risk premia strategy methodologies, calculating daily risk premia portfolio returns, and monitoring cash balances.
- Assist with the derivative overlay programs by monitoring position exposures and cash flows.
- Contribute to the asset allocation research by reviewing fundamental and quantitative research techniques to assess economic outcomes, gathering and cleaning data for capital market expectations, and learning about alternative approaches to asset allocation.
- Review and reconcile performance and risk attribution reports prepared by third parties.
- Compile and clean data as needed for manager and market analysis.
- Assist with manager risk due diligence and manager monitoring activities, including review of underlying portfolio investments, decomposing returns, analyzing portfolio fit, and documenting monitoring activities.
- Support MACP’s vision and commitment to diversity, equity, inclusion, and justice (DEIJ) by contributing to team and organization wide DEIJ goals and efforts.
- Demonstrate knowledge of and commitment to intercultural understanding and sensitivity and awareness of systemic racism and other forms of structural injustice.
