Org. Setting and ReportingThe United Nations Secretary-General is responsible for the investment of the assets of the United Nations Joint Staff Pension Fund (UNJSPF). The Secretary-General has delegated this responsibility to the Representative of the Secretary-General for the investment of the assets of the UNJSPF (RSG). The RSG is, in turn, assisted in this function by the Office of Investment Management (OIM). OIM manages a $100+ billion multi-asset class, global investment portfolio, about 85% of which is actively managed in-house. Asset classes under management comprise of global equities, fixed income, foreign exchange, private equity, real estate, infrastructure, timber and commodities. OIM’s staff are all based in New York and come from over 40 countries. For more information please visit OIM's website at https://oim.unjspf.org/. This position is located in the Fixed Income Team of OIM. The incumbent reports to the Investment Officer of the securitized portfolio. ResponsibilitiesUnder the overall supervision of the Director of Fixed Income, the incumbent will perform the following duties: 1. Assists the Investment Officer securitized portfolio (IO) to manage and invest the assets of the securitized bond portfolio. a. Balances long-term strategic goals with short-term performance objectives to outperform benchmarks. b. Develops and enhances analytical tools to identify alpha generating strategic and to improve security selection. c. Monitors the various portfolio holdings and analysis of index cohorts to assist in periodic rebalancing. d. Complies with risk control parameters with a goal to produce the optimal investment return that avoids undue risk. e. Participates in discussions and development of investment recommendations for asset allocation within Fixed Income and the overall assets of the Fund. f. Conducts portfolio review periodically and presents in Portfolio Review Meetings. 2. Conducts careful and thorough investment research: a. Performs fundamental and quantitative fixed income structured securities analysis using prepayment models, stress testing, academic and street research, sector related performance data and other publicly available information. b. Reviews investment research and discuss with strategists, economists, security analysts through brokerage community and the Advisors/Research Providers. c. Analysis of Agency MBS, ABS and CMBS structure, credit and collateral and conducts portfolio analysis using risk tools and analytical tools. d. Attends investment conferences and seminars to access academia and industry experts. e. Assists in evaluating the performance of the Fund's research providers and vendors. This includes, assisting in conducting due diligence, analysis, monitoring and appraise performance of external managers to be employed or employed by fixed income. f. Supports the implementation of OIM projects. 3. Reporting a. Assists in the accurate and timely preparation of reports to the Representative of the Secretary-General for the Investments of the UNJSPF and Director of Fixed Income when requested. b. Assists the Director of Fixed Income in reporting on investments and related matters to governing bodies. CompetenciesProfessionalism: Demonstrated ability and sound knowledge of investing in US Fixed Income Securitized Products; Must have a sound understanding and professional experience in analyzing Agency MBS, CMBS and ABS; Have demonstrated an understanding of the intricacies of mortgage backed securities and market; Demonstrated an understanding of investment objectives and risk management of portfolios including tracking error and curve risk; Ability to conduct quantitative analysis and identify relative value opportunities; Strong written and oral communications skills; Ability to work under pressure accurately, efficiently and effectively; Having the highest level of integrity; Shows pride in work and in achievements; demonstrates professional competence and mastery of subject matter; is conscientious and efficient in meeting commitments, observing deadlines and achieving results; is motivated by professional rather than personal concerns; shows persistence when faced with difficult problems or challenges; remains calm in stressful situations. Takes responsibility for incorporating gender perspectives and ensuring the equal participation of women and men in all areas of work. Accountability: Takes ownership of all responsibilities and honors commitments; Delivers outputs for which one has responsibility within prescribed time, cost and quality standards; Operates in compliance with organizational regulations and rules; Supports subordinates, provides oversight and takes responsibility for delegated assignments; Takes personal responsibility for his/her own shortcomings and those of the work unit, where applicable. Teamwork: Works collaboratively with colleagues to achieve organizational goals; solicits input by genuinely valuing others’ ideas and expertise; is willing to learn from others; places team agenda before personal agenda; supports and acts in accordance with final group decision, even when such decisions may not entirely reflect own position; shares credit for team accomplishments and accepts joint responsibility for team shortcomings. EducationAdvanced university degree (Master's or equivalent) in Business and Administration (MBA), Finance, Economics or related field is required. A first level university degree in combination with additional years of experience in investment management may be accepted in lieu of an advanced degree. Job - Specific QualificationNot available. Work ExperienceA minimum of five years portfolio management analytics experience in US fixed income markets is required. Experience using Python, VBA or other programming languages is required. Experience developing and applying analytical tools using Bloomberg, or other investment data management software is required. Buy-side research or portfolio management experience is desirable. Experience in Agency MBS, CMBS, ABS and other securitized credit is desirable. Experience working at a large pension fund, investment manager, or insurance company is desirable. LanguagesEnglish and French are the working languages of the United Nations Secretariat. For this job opening, English is required. The table below shows the minimum required level for each skill in these languages, according to the UN Language Framework (please consult https://languages.un.org for details).