Brown Brothers Harriman (BBH)
Head of Portfolio Risk & Analytics
New York
Sponsorship not specified$160k-$200kDetected 30 days ago
PythonMATLABData ScienceStatisticsForecastingLoad TestingResearchCommunicationProblem SolvingMentoring
About the role
- At BBH, Partnership is more than a form of ownership-it's our approach to business and relationships.
- We know that supporting your professional and personal goals is the best way to help our clients and advance our business.
- The anticipated base salary range(s) shown above are only for the indicated location(s) and may differ in other locations due to cost of living and labor considerations.
Responsibilities
- Lead the development and oversight of quantitative risk frameworks for model portfolios, including factor exposures, scenario analysis, and stress testing
- Develop pacing frameworks and optimization models for private market allocations, including commitment pacing, liquidity forecasting, and vintage diversification
- Design, implement, and continuously improve portfolio analytics and reporting tools
- Partner with performance teams to enhance model portfolio and client reporting, improving accuracy, transparency, and insight delivery
- Develop proprietary performance/risk/exposure dashboards and reports to communicate insights to investment teams and stakeholders
- Develop proprietary applications that the front office (RMs) can use to inform portfolio composition, sizing, and positioning
- Develop scalable frameworks for quantitative analytics for custom client portfolios
- Build and maintain quantitative screening tools for equities and ETFs, incorporating fundamental, technical, and factor-based signals
- Support investment idea generation through data-driven research and back-testing of strategies and portfolios
- Collaborate on asset allocation to integrate quantitative insights into portfolio construction
Requirements
- 8-12+ years of experience in quantitative research, portfolio construction, or risk management within asset or wealth management
- Proficiency with market data and analytics platforms, such as Bloomberg Terminal and FactSet, including data extraction, analysis and integration into quantitative workflows
- Experience with portfolio optimization, back-testing frameworks, and large datasets
- Experience with direct indexing, tax-aware investing, and customization strategies is highly desirable
- Ability to translate complex quantitative concepts into actionable investment solutions
- Excellent communication skills, with the ability to engage both technical and non-technical stakeholders
Nice to have
- Advanced degree in a quantitative discipline (e.g., MS or PhD in Computational Finance, Financial Engineering, Statistics, Mathematics, or a related field) preferred
- Familiarity with private markets, commitment pacing, and liquidity modeling strongly preferred
Skills
- Delivering for our clients and each other energizes us.
- BBHers can pick up the phone and call any colleague, and they are happy to help.
Compensation
- Base salary $160,000 - $200,000 plus annual incentive
- BBH and its affiliates' compensation program includes base salary, discretionary bonuses, and profit-sharing.
- The anticipated base salary range(s) shown above are only for the indicated location(s) and may differ in other locations due to cost of living and labor considerations.
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