New York Life InvestmentsSenior Associate
Mar. 2022New York City Metropolitan Area• Oversees and verifies the accuracy, timeliness, and completeness of multi-source data.
• Assumes full responsibility for project management and execution within the operational and trading domain.
• Assists in preparing attribution reports by calculating absolute and relative performance versus the benchmark and peers.
• Monitors day-to-day portfolio positioning to assess the need for rebalancing in case of threshold violations.
• Improves the technology infrastructure to support portfolio management activities, including trading, reconciliation, and fund performance analysis tools, using Python, VBA, and MATLAB.
• Supports Portfolio Managers in creating monthly portfolio construction using a multi-factor optimizer.
• Prepares monthly liquidity reports by collecting data on the portfolio's investment in a particular vehicle, calculating the portfolio's liquidity, and preparing a report that summarizes the portfolio's liquidity.
• Automates day-to-day operations processes, including trading, reconciliation, and performance analysis, using Python.
• Develops well-diversified alpha-generation strategies leveraging factor investing optimizer to track benchmarks, carefully select assets based on value, size, volatility, and growth and readjust the portfolio to maintain these desired factors and evaluate the use of hedging strategies to mitigate the divergence with any persistent deviations.
• Trades a wide range of investment vehicles across equities and fixed income, including ETFs, mutual funds, and derivatives such as
total return swaps, currency forwards, and equity futures, ensuring portfolio diversification and alignment with investment strategies.