DESCRIPTION/RESPONSIBILITIES:
Support the Portfolio Management team in essential portfolio management duties such as analytical, credit research and value added recommendations, including the Bloomberg AIM and Barclays Point analytical systems.
Analyze investment opportunities and make recommendations on corporate bonds and various other securities for portfolio inclusion. Provide fundamental research analysis on investment grade corporate issuers including financial statement analysis, bond indentures, etc. Assist with research and analysis of the U.S. Treasuries including yield curve analysis, inflation expectations, etc. Compose full credit write-ups for existing and new portfolio holdings and maintain a research database. Undertake ongoing critical monitoring of portfolio positions, including changes in views using published company and industry information. Determine, monitor, pledge and release the type/amount/location/availability of collateral which needs to be transferred in order to meet statutory and FHLBI compliance. Responsible for portfolio administrative duties such as trade and account settlement issues, discrepancies/disputes, and management of Special Order Payment Order charges. Act as liaison between investment accounting and portfolio management; transfer securities and cash between internal accounts. Maintain and monitor Barclay’s Point for accuracy of positions, duration, convexity and performance. Work with internal and external auditors and custodian banks on security pricing issues. Other duties may be assigned.