"Alerted.org

### Job Duties

Decompose investment returns and risks using factor models. Map the strategic asset allocation into a small set of tradable risk factors using financial econometric and statistical techniques. Conduct economic research to identify secular trends in economic growth and inflation. Calculate the daily theoretical profit and loss for the risk premia portfolio by pulling return and position data from the data warehouse using the web interface and SQL. Conduct research to identify and evaluate new risk premia strategies utilizing asset pricing models and financial economics. Review and calculate portfolio duration to determine the amount of duration needed from interest rate derivatives to meet the portfolio duration target. Maintain the risk budgeting model and reconcile portfolio analytics including equity factor reports, credit analytics reports, private market holdings, and private market return and risk calculations. Perform risk due diligence on prospective new investments by reviewing portfolio holdings using factor models, evaluating return series using financial econometrics, and assessing the geopolitical risks. *Eligible for telecommuting from home within reasonable commuting distance from Eden Prairie, MN. Will require physical presence at worksite in Eden Prairie, MN at least 3 days a week. **Employer will accept any suitable combination of education, training or experience.

Travel required: Up to 20 % travel to U.S. and U.K. financial hubs.

### Minimum Education Required

Master's degree in mathematics of finance, finance, economics, statistics, applied math, or related field.

### Minimum Experience Required

Experience must include three (3) years of work experience, education or training or any combination thereof in all of the following. 1. Investment research and/or portfolio management applying quantitative methods including factor analysis, multivariate time series analysis, stochastic modeling, and principal component analysis. 2. Conduct univariate and multivariate scenario analyses to determine asset allocation and portfolio construction. 3. Applied knowledge of financial and economic concepts, terms, and benchmarks including knowledge of asset allocation theory and modeling, benchmark analysis and derivative pricing models. 4. Knowledge of a programming language (R, Matlab, Python) applied to financial econometrics.

### Shift

First (Day)

### Number of Openings

1

### Compensation

$104,437.00 - $176,700.00 / Annually

### Additional Compensation

This position is eligible for an Investment Incentive Plan.

### Postal Code

55344

### Place of Work

Hybrid

### Requisition ID

1183

### Job Type

Full Time

### Job Benefits

MACP benefits are generous and include:

• Competitive compensation

• Professional development benefits, including opportunities to participate in relevant membership organizations and external learning activities

• A tuition reimbursement for employees pursuing college or advanced degrees or a certificate

• Strong medical, dental, and vision benefits for staff and their dependents with competitive monthly premiums and flexible spending accounts

• Reduced work week for all staff, with half-day closures on Fridays, year-round

• Minimum of four weeks of paid time off, in addition to a week-long year-end office closure

• Retirement programs, including 401(k) matching at 5%, with access to employer-paid financial planning resources

• In addition, the Organization may provide a discretionary contribution to employees’ 401(k) plan that vests over a five-year period

• Matching gift program for charitable donations

• Additional benefits such as an employee assistance plan, an onsite fitness room, and paid parental leave

### Application Link

https://www.macphilanthropies.org/careers/