Portfolio Analysis

Can someone please point me in a better direction to learn portfolio analysis and management?
What should I know and learn if I want to interview for PIMCO’s portfolio analysis group?
I’ve done a lot of reading on duration/convexity/bond trading strategies/delta/gamma, but what are ideas and concepts I’d really need to know?
 
Is there anything to portfolio analysis on top of MPT and Mean Variance Optimization?  What else do I need to delve into for portfolio analysis?
 
I’m comfy with VBA as well (random note)

 
NOMNOMNOMNOM:
Attribution

like Attribution Analysis?

Sorry this is going to be a naive, but a lot of the portfolio analysis stuff does not seem as complex as duration/convexity/fixed income stuff.

I feel like I am not even aware of how in depth portfolio analysis can go. All I think right now is mean-variance optimization and MPT. The individual investments can obviously be very in depth (i.e. fixed income portfolio sections)

 

I don't know how it is at PIMCO, but here the meat and potatoes of what our portfolio analysts do is attribution and risk modeling. To do these things, of course you need to understand basic concepts like duration and convexity.

 
NOMNOMNOMNOM:
I don't know how it is at PIMCO, but here the meat and potatoes of what our portfolio analysts do is attribution and risk modeling. To do these things, of course you need to understand basic concepts like duration and convexity.

Can I please PM you to ask a few specific questions perhaps on portfolio analysis? I'd really appreciate it

 

Nostrum quo rerum aut deserunt tempora quis culpa. Quo inventore aut quo maxime officia quia non. Accusantium nisi beatae repellendus maxime aut. Aut officiis nulla sequi. Aperiam doloremque sunt quo fugiat nisi necessitatibus. Sit consequatur impedit vero ut exercitationem fugit in.

Laudantium eligendi praesentium sed quaerat dolorem dolore. Consequatur nulla perspiciatis est beatae mollitia ullam nisi laudantium. Enim qui ut rerum eligendi consequuntur earum. Sunt distinctio blanditiis aut expedita aut reprehenderit repellat dolorum.

Career Advancement Opportunities

April 2024 Investment Banking

  • Jefferies & Company 02 99.4%
  • Goldman Sachs 19 98.8%
  • Harris Williams & Co. New 98.3%
  • Lazard Freres 02 97.7%
  • JPMorgan Chase 03 97.1%

Overall Employee Satisfaction

April 2024 Investment Banking

  • Harris Williams & Co. 18 99.4%
  • JPMorgan Chase 10 98.8%
  • Lazard Freres 05 98.3%
  • Morgan Stanley 07 97.7%
  • William Blair 03 97.1%

Professional Growth Opportunities

April 2024 Investment Banking

  • Lazard Freres 01 99.4%
  • Jefferies & Company 02 98.8%
  • Goldman Sachs 17 98.3%
  • Moelis & Company 07 97.7%
  • JPMorgan Chase 05 97.1%

Total Avg Compensation

April 2024 Investment Banking

  • Director/MD (5) $648
  • Vice President (19) $385
  • Associates (86) $261
  • 3rd+ Year Analyst (14) $181
  • Intern/Summer Associate (33) $170
  • 2nd Year Analyst (66) $168
  • 1st Year Analyst (205) $159
  • Intern/Summer Analyst (145) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
Betsy Massar's picture
Betsy Massar
99.0
3
BankonBanking's picture
BankonBanking
99.0
4
Secyh62's picture
Secyh62
99.0
5
dosk17's picture
dosk17
98.9
6
GameTheory's picture
GameTheory
98.9
7
CompBanker's picture
CompBanker
98.9
8
kanon's picture
kanon
98.9
9
bolo up's picture
bolo up
98.8
10
Jamoldo's picture
Jamoldo
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”