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JobID=1577223
20161103
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COMMONWEALTH OF PENNSYLVANIA BUREAU OF STATE


EMPLOYMENT
invites applications for the position of:
Senior Investment Professional-Risk Parity/Currency Hedging /Asset
Allocation

The Commonwealth of Pennsylvania is proud to be an equal opportunity


employer supporting workplace diversity.

JOB TYPE: Permanent Full-time

DEPARTMENT: PA School Employees' Retirement

BUREAU/DIVISION: Investment Office

COUNTY: Dauphin, Pennsylvania


ADDRESS: 5 North Fifth Street, Harrisburg, PA, 17101-1905

CONTACT: Doris Coomes, dcoomes@pa.gov, 717-720-4738

OPENING DATE: 11/03/16


CLOSING DATE: 11/23/16 11:59 PM

THE POSITION:
The Pennsylvania Public School Employees' Retirement System (PSERS, www.psers.state.pa.us), located in
Harrisburg, PA, is seeking candidates for the position of Senior Investment Professional – Risk Parity,
Currency Hedging, and Asset Allocation. The organization currently has approximately $49 billion in
assets under management that are invested for the long-term benefit of its members.

DESCRIPTION OF WORK:
The Senior Investment Professional supports the Senior Portfolio Manager with all activities of the PSERS
Risk Parity mandate and Currency Hedging program. This includes assisting with the daily portfolio
management of the internal Risk Parity portfolio. The portfolio invests in global equity, global bonds, global
inflation-linked bonds, and commodities, using physical securities, futures, and swaps. The position is also
responsible for assisting with the oversight of external Risk Parity managers and the external Currency
Hedging manager. Finally, the position is responsible for the preparation of fund-wide asset allocation and
risk allocation reports used by PSERS' Asset Allocation Committee.
Specific duties include assisting with qualitative and quantitative diligence efforts; researching and analyzing
portfolio, market, and benchmark data; creating trades for review; calculating and analyzing portfolio and
benchmark performance and risk; reviewing daily currency balances; serving as a backup to the Senior
Portfolio Manager; and undertaking special projects.

REQUIRED EXPERIENCE:
A bachelor's degree (preferably in Finance, Accounting, Economics, or a related field) and five years or more
of relevant work experience in the investment industry and successful completion of the Chartered Financial
Analyst Certification program;

or

A bachelor's degree and three years or more of relevant work experience in the investment industry and
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20161103
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successful completion of an advanced certification/education program specified in the individual position


description;

or

A bachelor's degree and two years or more as an Intermediate Investment Professional with PSERS.

SALARY INFORMATION:
Annual salary range is $117,008 to $146,504 and is negotiable based on experience. Compensation includes
an attractive benefits package.

APPLICATIONS MAY BE FILED ONLINE AT: Job #BSE08343


http://www.employment.pa.gov SENIOR INVESTMENT PROFESSIONAL-RISK
PARITY/CURRENCY HEDGING /ASSET
OUR OFFICE IS LOCATED AT: ALLOCATION
613 North Street Room 110 Finance Building AH
Harrisburg, PA 17120
717-787-5703
717-787-0570 (TTY)
jobs@pa.gov

An Equal Opportunity Employer


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20161103
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Senior Investment Professional-Risk Parity/Currency Hedging /Asset Allocation Supplemental


Questionnaire

* 1. What level of education do you have?


Doctorate's degree
Master's degree
Bachelor's degree
Associate's degree
Some college
High school diploma or GED
Other
None
* 2. If you have a bachelor's degree (or greater), is your degree in one of the following majors or fields?
Finance
Accounting
Economics
A closely related field
Another field
I do not have a degree
* 3. How many years of relevant work experience do you have in the investment industry?
None
0-less than 1 year
1-less than 3 years
3-less than 5 years
5-less than 7 years
7-less than 9 years
9+ years
* 4. Have you successfully completed the Chartered Financial Analyst Certification (CFA) program?
Yes
No
* 5. Do you have at least 2 years of experience as an Intermediate Investment Professional at PSERS with
the Commonwealth of Pennsylvania?
Yes
No
* 6. This position is in Harrisburg, Pennsylvania. Are you willing and able to work in Harrisburg,
Pennsylvania?
Yes
No
* Required Question