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Fixed Income Analytics Developer (Portfolio Management)

Jersey City, New Jersey 07302

Post Date: 02/09/2017 Job ID: 1659 Industry: Investment Management

Fixed Income Portfolio Analytics Developer

Our client, an industry-leader in fixed income / credit asset management, is seeking a Portfolio Analytics Developer for its FI-Credit Portfolio Management group.

The ideal candidate has at least 5 years of financial industry experience, deep knowledge of fixed income portfolio management and market data systems, has partnered directly with PMs and Analysts to solve related problems, and can do most anything in Python. Overall, strong programming abilities are required, but the focus is on analytics instead of software engineering. This position is based in Greater NYC.

Responsibilities:
  • Lead large projects and perform ad-hoc data analyses related to benchmarking, risk, performance, and other aspects of portfolio management, in consultation with Fixed Income PMs and Analysts
  • Support the data requirements of custom and vendor software applications focused on portfolio management and trading
  • Understand and manage the data relationships and conventions of different market data providers, including indices
  • Resolve market data-related issues across platforms and application vendors
  • Design and implement small databases, data processing and transformation logic and calculations
  • Write and maintain technical documentation such as software development life cycle documentation and support/system documentation
  • Ensure the quality and integrity of front-office data

Business Skills Required
  • You can communicate fluidly with front office users (direct experience partnering with Fixed Income/Credit Portfolio Managers, Analysts, and Traders is a big plus)
  • You know the features and characteristics of different Fixed Income securities (e.g. IG/HY corporate bonds, Munis, CDS, maybe MBS)
  • You have direct working experience in portfolio management data entities and concepts (portfolios, holdings, trades, securities, analytics, benchmarks, etc.)
  • You can produce portfolio and benchmark comparisons around characteristics and breakdowns
  • You have experience with portfolio returns and attribution
  • You know at least one market data feed provider (Bloomberg, Factset, Yieldbook, Barclays POINT, BondEdge, MSCI, etc.)
  • You have a Bachelor’ s Degree, if not more advanced qualifications

Technical Skills Required
  • You know both data set operations and basic concepts of entities and joining them
  • You have a strong RDBMS/database skillset (e.g. SQL Server, Oracle) including basic table design, creating SQL queries, and using stored procedures/functions
  • You can create data designs from use cases and object models during requirements and design phases
  • You have deep experience with at least one scripting language (Python highly preferred) used in a data transformation context, e.g. ETL
  • You also have at least some experience in OOP (Java is nice to have)
  • You are familiar  with reporting tools and experience creating reports

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