Attribution and performance calculation and dessemination of Global Investment Managent Multi Asset Class Portfolios. Maintaining GIM MAS operational systems and functionality across GIM teams, including middle and front office, client reporting, portfolio management.

•Use and understand measures of portfolio risk/return/characteristics. Explain performance using quantitative analysis was well as qualitative analysis mostly pertaining to investment processes and strategies, market and valuation concepts/theories and the mathematic models/foundations underlying such concepts. •Responsible for Portfolio Optimization studies, asset allocation studies, manager searches, simulation analysis and performance analysis. •Knowledge of all asset classes and their sources of risk/return, how they are valued, and the role they play in an institutional portfolio. •Worked closely with portfolio managers/analysts to understand particular investment process/strategy. Monitored a manager’s adherence to the stated mandate or strategy along with•Assisted with asset liability studies analyzing LDI implementations offerings, analysis of hedging strategies and asset liability framework.

•Analysis included performance attribution, qualitative and quantitative analysis, historical analysis and conversations with portfolio managers and analysts. Calculated portfolio returns using Modified Dietz, total investment level costs including incentive fees and other fees when applicable. Knowledge of Bond, stock and derivative math/knowledge was essential as were the concepts and mathematics of valuation/portfolio theory and other pertinent investment metrics.•Risk attribution in which total risk would be decomposed into sources. Using Morningstar direct, could recreate a portfolio and find the change in each risk source resulting from the addition of the final underlying security/fund. Written commentary/observations were to be assembled for all client meetings.•Routinely communicated with various parties involved in any given plan, including record-keepers, vendors, trustees, custodians, discretionary managers, asset managers, actuaries, consultant relations personnel and clients many times to straighten away performance/risk/cost discrepancies.•Asset Allocation studies for defined contribution plans looked at drastic changes in aggregate allocation over a particular period of time, allocation vs. a survey of similar plans, diversification and exposures. These AA studies were conducted much differently and with a much different aim than those conducted for trustee directed portfolios.