Position: Global Fixed Income Portfolio Analyst
Department: Global Fixed Income
Location: New York, NY
Salary Range: $75,000 - $125,000 (Annual)
Responsibilities
Reporting & Data Management
• Generate and maintain start-of-day and ad-hoc reports for Portfolio Managers
• Research and identify relevant data points across multiple applications to support Portfolio Manager, Compliance, and Client Service requests
• Maintain proficiency across multiple data systems and understand how they interact with one another
• Maintain and update Excel-based tools used for order creation and hedging
Portfolio & Compliance Monitoring
• Maintain thorough understanding of portfolio and strategy capabilities, concentration limits, and account-specific restrictions
• Monitor concentration limits across accounts and investigate/reconcile any limit breaches, including determining timing and cause
• Evaluate reported compliance violations for accuracy and escalate as appropriate
New Issue Process
• Model new issue allocations across specified portfolios and strategies based on Portfolio Manager direction
• Run compliance checks to determine account eligibility and identify potential concentration limit breaches, including magnitude
• Validate accuracy of compliance flags and communicate order sizing to Portfolio Managers and Traders
• Construct duration-neutral hedges using Treasuries or Treasury futures
• Input orders and hedges into the system with speed and precision ahead of new issue pricing deadlines
• Coordinate with the data team to set up new securities, providing expected ratings with a high degree of accuracy given the compliance implications of errors
Trading & Order Support
• Create ad-hoc trades and assess duration impact to determine hedging requirements
• Monitor open orders on the blotter throughout the day, modifying orders and hedges as needed to keep traders current
• Communicate proactively with Traders regarding order and hedge execution status
Requirements
• Bachelor's Degree required.
• Strong analytical skills.
• High proficiency in Excel.
• Enjoys and promotes a collaborative work environment.
We offer an excellent salary and benefits package.
