Uvimco Investment Analyst/Associate at UVIMCO focusing on risk and asset allocation database management and AI-driven system development. Lead quantitative research and AI tooling projects to enhance investment processes.
Responsibilities
Risk measurement: estimating risk metrics and exposures for the total portfolio and sub-strategies. AARM utilizes a proprietary risk system, and this responsibility includes utilizing, maintaining, and further developing this internal risk system, including the integration of machine learning and other AI techniques where they improve on traditional approaches.
Risk management: synthesizing outputs of the risk measurement processes for UVIMCO’s Chief Investment Officer and Risk Committee. This includes recommending portfolio management actions and assisting in the management of UVIMCO’s overlay portfolio.
Consulting: providing quantitative research and analysis to other internal UVIMCO groups as well as to outside stakeholders.
AI enablement: utilize AI capabilities to strengthen the investment process, including developing applications that structure information from manager documents and filings, and utilizing them for portfolio management purposes.
Work collaboratively with the team to help generate attractive long-term real returns for the Long Term Pool while remaining within the risk tolerance of the University. Participate as a member of the Risk and Investment Committees;
Design, build, and validate AI applications that enhance the investment process, including LLM-based pipelines that extract structured data from unstructured sources, and AI-assisted tooling that automates recurring research and reporting workflows;
Lead the development of UVIMCO’s data management and risk management systems by improving or developing new methodologies for risk measurement and asset allocation models, incorporating statistical learning and machine learning approaches where they add measurable value;
Lead the data management efforts for risk and asset allocation data, including maintaining and improving the security master database;
Work with UVIMCO’s IT team to implement new models, AI services, and database components into production using best practices;
Qualification
Provide quantitative support to the CIO
Required
Work with internal asset class teams to tailor risk models for each asset class;
Assist in the management of UVIMCO’s derivatives overlay; and
Provide quantitative support to the CIO, Risk Committee, and other Staff for research projects.
An undergraduate degree from a top institution in a quantitative discipline such as Statistics, Economics, Physics, Engineering, Finance, Computer Science, Data Science, Applied Mathematics, Machine Learning, or Operations Research. A post-graduate degree in one of these fields is desired but not required.
A CFA Charter or demonstrated interest in pursuing the CFA Program.
Excellent written and verbal communication skills.
Demonstrated the ability to work effectively on an independent basis as well as in a collaborative team environment.
Two to four years of experience in quantitative finance, preferably involved with the portfolio management of endowments or other institutional investors. Candidates with zero to two years of experience in quantitative finance will be considered for an analyst-level role.
Familiarity with AI and model risk considerations, including explainability, reproducibility, benchmarking and evaluation questions related to deploying AI in an investment setting.
Experience with building HTML/web reports (e.g. using Shiny or Dash) or the desire to learn.
