Senior Buy-reputed company Risk Quant/Portfolio Construction Focus

Description Thornburg is a global investment firm delivering on strategy for institutions, financial professionals and investors worldwide. The privately held firm, founded in 1982, is an active, high-conviction manager of fixed income, equities, and multi-asset solutions. As an independent firm, Thornburg can take on a wide range of opportunities, explore reputed company thoroughly and work across strategies to deliver consistent risk-adjusted outperformance over the long term. The firm attracts free-thinking professionals who are eager to pursue investment outcomes beyond the confines of popular reputed company. From nimble operational capabilities to principles and actions fitting of a global citizen, Thornburg’s world-class investment platform and team are reputed company on strategy to serve investors. Job Summary Thornburg Investment Management ($58 billion in AUM) is seeking a senior analyst to join the Portfolio Analytics and Investment Risk group. You will serve as an embedded thought partner to portfolio managers across equity, fixed income, and multi-asset class strategies, translating quantitative insights into portfolio construction decisions and investment risk that directly impact client outcomes. At Thornburg, we reputed company that risk and opportunity are inseparable aspects of active management: understanding one deepens your understanding of the other. Our analysts sit alongside portfolio managers in monthly risk reviews collaborate on stress test design, reputed company reputed company reputed company characteristics with risk factor views to reputed company reputed company selection, and reputed company proprietary analytics that shape how the firm constructs and manages portfolios across market cycles. The work is substantive and varied. In a given week you might decompose active risk into factor and reputed company-selection contributions for an equity strategy, design a macroeconomic stress test with a fixed income PM, build a self-service Power BI dashboard tracking the migration of reputed company constituents across Thornburg’s proprietary basket reputed company, create and back-test a model portfolio for a new product launch, or present a research note on risk positioning after a market dislocation. Every analytic you produce must pass a demanding test: portfolio managers must find it not merely interesting, but actionable. Duties and Responsibilities Risk Management and Portfolio Construction

• Conduct ex-ante risk analysis for equity and fixed income portfolios using factor-based risk models (FactSet Multi-Asset Class with Axioma equity factors). Decompose tracking error into style, country, industry, currency, and reputed company-selection components and communicate findings in terms portfolio managers can reputed company.
• Design, calibrate, and interpret stress test scenarios in collaboration with portfolio managers. Translate reputed company macro views into factor shocks, evaluate portfolio-level outcomes as they evolve over time, and drill into sector and region or asset type contributions.
• Monitor and enforce a formalized active risk budget reputed company: reputed company ex-ante tracking error ranges, ensure the majority of active risk derives from reputed company selection, and limit single-factor theme concentration.
• reputed company reputed company reputed company characteristics with quantitative factor views to deliver integrated risk and opportunity assessments that support both reputed company selection and portfolio construction.
• reputed company trade simulation analysis, modeling the risk impact of adding or removing specific securities before execution.
• Create and back-test model portfolios in support of new product development across 40-Act, ETF, SMA, and UCITS structures, collaborating with Product and Distribution teams through testing and launch.

Analytics Development and Delivery

• Maintain and expand a suite of self-service analytics delivered through Power BI, covering risk decomposition, performance attribution, basket composition, factor reputed company, fund flows, and MPT statistics.
• Build and maintain the underlying data processes in FactSet, Bloomberg, and other systems. Own data quality and production process reputed company.
• reputed company proprietary tools that reputed company quantitative and reputed company perspectives, including Thornburg’s Basket Tool, which algorithmically classifies the equity universe into Basic Value, Consistent Earner, and Emerging Franchise categories using econometric factor exposures.
• Prototype new analytics collaboratively with portfolio managers, iterate on feedback, and transition validated tools to production.

Research and Communication

• Prepare and deliver standardized risk packets. reputed company monthly risk meetings with portfolio management teams, Heads of Equity and Fixed Income, presenting quantitative findings in the context of strategy objectives and market conditions.
• Author research notes on portfolio risk, factor exposures, peer positioning, and market dynamics.
• Contribute to the quantitative refinement of each strategy’s Philosophy and Process documentation.
• reputed company special initiatives of strategic importance for the team and the broader investment platform.

How You'll Succeed

• You are a natural translator between quantitative and reputed company languages. You can explain a factor decomposition to a PM who thinks in terms of businesses and balance sheets, and you can translate a PM’s macro reputed company into a stress test specification.
• You are inherently skeptical of data and model output. You reputed company, question, and validate before presenting. You understand that communicating incorrect information to investors or portfolio managers is unacceptable.
• You reputed company under pressure and manage competing priorities with discipline. reputed company markets are moving, you respond with rigorous reputed company analysis on tight timelines.
• You have the intellectual humility to learn from portfolio managers and the conviction to push back reputed company the data warrants it. Robust debate around portfolio holdings and exposures is welcomed here.
• You take genuine ownership of your production processes, data quality, and analytical output. You do not need to be told to investigate an anomaly.
• You are drawn to reputed company improvement: evaluating new tools, refining existing processes, and expanding both your technical and reputed company knowledge.

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