Senior Portfolio Manager

Reporting to the Senior Director, Capital Markets, this position is responsible for managing hedging programs across asset classes using complex financial derivatives. In addition, this position will be expected to work with the Managing Director of Capital Markets and the Treasury Financial Risk team to conduct quantitative analysis on optimal allocation and deployment of over $15B of capital in Microsoft’s investment portfolio and to produce financial reporting for communication of portfolio strategy and performance to the CVP/Treasurer, CFO and Treasury Controller. Strategic Thinking & Leadership: the position requires a deep understanding of the investment process and drivers of portfolio risk and return. Also the ability to understand how a derivative overlay can contribute the risk/return profile of a diversified portfolio.o Maintain awareness of new instruments and how they may complement our investment strategy o Required experience with sophisticated tools for measuring derivative risk (“the Greeks”) o Expertise in financial markets and global macro economics Impact & Influence: make strategic recommendations to the investment committee and senior management Presentation & Communication: has led the communication of financial information to senior audience. Experience leading presentations at board and senior management level Project Management: has built new initiatives from scratch including design and execution, understands who/when to engage across tax, accounting, risk, legal teams Requirements: The ideal candidate will be a proven asset manager with deep experience in derivatives and working knowledge of fixed income, equity, and foreign exchange markets and the ability to understand and price options, forwards, swaps, swaptions, and variance swaps. Passion for financial markets and knowledge of investment theory is required and CFA/MBA/FRM/PhD in related field is preferred. 5-7 years min. experience. Microsoft offers an excellent benefits package to full-time employees including medical, dental, vacation, employee stock purchase plan, and 401k, plus some great extras including: our 24-hour nurse line, stay fit program, product discounts, and paid infant care leave. All part of our commitment to our most important asset: our employees. For more information about life at Microsoft, please visit our careers website. Microsoft is an equal opportunity employer (EOE) and strongly supports diversity in the workforce. ;