Analytics and Performance Analyst

State of Washington•Thurston County – Olympia, WA

1d•Hybrid

About The Position

The Washington State Investment Board (WSIB), a global investment management organization with over $244 billion in assets under management, is seeking a qualified candidate to support the prudent management of its fixed income portfolio. The position may be filled at the Assistant Investment Officer or Investment Officer level. Work is performed in accordance with applicable statutes, regulations, Board policies, and professional standards, for the exclusive benefit of fund beneficiaries. The role supports the Fixed Income unit’s analytics and performance reporting, primarily through management of internal portfolio databases and analytical tools, and by advancing team technology. It maintains accurate portfolio and risk data, transaction and holdings records, and risk reports; checks custodian performance reporting; prepares and verifies data for reports and presentations; and helps keep custodial, consultant, and internal analytics data consistent. The position also collaborates with investment data, portfolio administration, and custodian staff, supports investment policy compliance, provides performance attribution and timely ad hoc analysis, and advances portfolio analytical solutions. WSIB operates in a hybrid work environment. The position should anticipate spending 60% of its time in the office. The recruitment remains open until filled. The organization describes its culture as collaborative, accountable, and focused on high achievement, and notes that employees may be eligible for a range of benefits and professional development opportunities.

Requirements

Bachelor’s degree in finance, economics, accounting, business administration, computer/data science, or a related field.
At least two years of fixed income investment experience in portfolio analytics and performance attribution, credit evaluation, portfolio management, economic analysis, or related finance experience. Personal portfolio management does not count.
A relevant master’s degree and/or CFA designation may substitute for a maximum of two years of experience.
Strong computer skills, including proficiency in Excel, Bloomberg, PowerPoint, and Word.
Strong communication and analytical skills.
Ability to think critically, work collaboratively, and demonstrate self-starter qualities.

Nice To Haves

SQL coding ability; familiarity with MS SQL Server Management Studio is a plus.
Proficiency in data structures, HTML, Python, and/or other programming languages.
Working knowledge of security structures across fixed income sectors, including government, credit, mortgage, and structured products such as asset-backed securities and collateralized mortgage obligations.
Knowledge of common Bloomberg fixed income benchmark indices.
Working knowledge of fixed income products, markets, and portfolio management.
CFA designation or progress toward the designation.

Responsibilities

Assist in managing the Fixed Income unit’s analytics and performance reporting, including internal portfolio databases, portfolio analytic tools, and team-wide technology innovation.
Ensure the analytics database accurately reflects portfolio assets and corresponding risks.
Maintain records of portfolio transactions, asset holdings, and liquidity management.
Maintain reports on country and industry concentration, interest rate risk, liquidity risk, and credit risk.
Prepare and analyze custodian-bank performance reporting for accuracy.
Prepare data for reports or presentations for the WSIB Board, staff, and the Department of Labor and Industries.
Verify the accuracy of data in presentations for the Board of Directors and Labor and Industries.
Maintain consistency among custodial databases, external consultant data, and internal portfolio analytics.
Collaborate with WSIB Investment Data, Portfolio Administration, and the custodian’s accounting and performance staff to resolve issues.
Assist with oversight of investment policy compliance.
Provide performance attribution relevant to portfolio-manager decision-making.
Provide meaningful and timely ad hoc analysis for the portfolio manager.
Spearhead technological advancement of portfolio analytical solutions.