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Texas Comptroller of Public Accounts · 1 month ago

TTSTC -Quantitative Analyst/ Senior Quantitative Analyst

Austin, TX

Full-time

Hybrid

Mid, Senior Level

0+ years exp

The Texas Comptroller of Public Accounts is seeking a Senior Quantitative Analyst to join the Texas Treasury Safekeeping Trust Company's Risk & Quantitative Analytics team. This role involves investment research, data analysis, risk modeling, and system development to support investment decision-making and oversight.

AccountingGovernmentNon Profit

Work & Life Balance

No H1B

Responsibilities

Monitor and assess portfolio risk using tools such as VaR, stress tests, scenario analysis, and liquidity metrics

Provide quantitative oversight of market exposures and risk factors

Design and implement internal risk reporting and performance attribution models

Analyze fund liquidity, cash flow forecasts, and private asset pacing

Conduct due diligence and quantitative analysis of investment opportunities across asset classes

Develop and maintain models to evaluate investment outcomes under various market conditions

Automate data aggregation, cleansing, and transformation processes

Maintain and enhance investment databases, systems, and reporting tools

Collaborate with internal teams and external partners (e.g., fund managers, custodians)

Prepare and present reports to executive staff and Board committees

Participate in system evaluations and research to align with industry best practices

Performs other duties as assigned

Qualification

Quantitative modelingInvestment analysisRisk management principlesPythonExcelPower BISQLVBARC++SASMSCI RiskManagerBarraAladdinTruViewBackstopLPAnalystAxiomaEFrontVennClearwaterSolovisState StreetCFACAIAFRMCIPM

Required

Bachelor's degree in a quantitative discipline (e.g., Business, Engineering, Math, Statistics, Finance, Economics, Computer Science)

0–6+ years of relevant experience in investment analysis, quantitative modeling, or financial data systems

Proficiency in analytical tools and programming languages (e.g., Python, Matlab, SQL, VBA, R, C++, SAS)

Intermediate to advanced Excel and Power BI skills

General knowledge of risk management principles and financial markets

Certification in or working towards certification in one or more of the following: Chartered Financial Analyst (CFA), Chartered Alternative Investments Analyst (CAIA), Financial Risk Manager (FRM), Certificate in Investment Performance Measurement (CIPM)

Preferred

Master's or PhD in a quantitative discipline

Experience with risk systems (e.g., MSCI RiskManager, Barra, Aladdin, TruView)

Familiarity with investment analytics platforms (e.g., Backstop, LPAnalyst, Axioma, eFront, Venn)

Experience with performance systems (e.g., Clearwater, Solovis, State Street)

Knowledge of index families and benchmarking tools (e.g., MSCI, Bloomberg, S&P, HFR, Preqin)

Benefits

Strong benefits package

Insurance

Retirement plans

Flexible work schedule

Company

Texas Comptroller of Public Accounts

Glassdoor3.4

The Texas Comptroller of Public Accounts manages funds for the world’s 8th largest economy, processes millions of paper and electronic tax returns each year and continually searches for innovative solutions to streamline operations at one of Texas’ largest state agencies.

Founded in 1835

Austin, Texas, USA

1001-5000 employees