ESSENTIAL DUTIES AND RESPONSIBILITIES include the following. Other duties may be assigned. • Research regarding cost/benefit of various portfolio risk allocation, optimization, and risk measurement/control methodologies. The portfolios may include a mixture of options, other derivative instruments, as well as physical holdings. This will require understanding and/or researching features of the forecast information. • Monitor and manage various aspects of risk allocation, optimization and risk measurement/reporting of live Global Macro portfolios. • In addition to automating the use of 3rd party risk software, this role will require the creation of methodologies and/or software (in conjunction with the Investment Technology group) to meet the above responsibilities.

EQUIPMENT/SOFTWARE USED

General:

Primarily UNIX (Solaris and Linux); also Microsoft Windows. Software: SAS, Perl, AMPL, Python, JavaScript, etc. Also Microsoft Word, Microsoft Excel, etc. QUALIFICATIONS To perform this job successfully, an individual must be able to perform each essential duty/responsibility satisfactorily. The requirements listed below are representative of the knowledge, skill, and/or ability required to complete the essential functions.

• REQUIRED:

Strong programming skills (Perl, Python, SAS, R, C/C++,etc.). Good Statistics/Math/Econometric background/ability. Strong interest in the role: involves both investment interest and optimization interest. A very high attention to detail. • DESIRED BACKGROUND: Prior experience in financial industry (asset management or financial software vendor) is highly desirable. Knowledge of optimization theory and practice a plus as well as experience with AMPL or other optimization technologies. Experience in a statistical programming language (SAS/R/etc.)