PRIMARY PURPOSE OF THE POSITION
The Investment Analytics Analyst, working under the direction of the Investment Analytics Manager, will support the accurate and timely delivery of security- and portfolio-level analytics necessary for portfolio management, risk analysis, trade modeling, and both internal and external reporting. The role requires understanding of security and derivatives analytics as well as risk and pricing models. The ability to successfully work with portfolio managers, traders/portfolio modelers, investment analysts, quants, and risk managers/analysts will be important to ensure business needs are met in a time sensitive manner. The incumbent will also support data governance activities associated with security- and portfolio-level analytics.
Carry out the day-to-day activities associated with meeting the security- and portfolio-level analytics needs of the portfolio managers, traders/portfolio modelers, investment analysts, quants, and risk managers/analysts across all asset classes. Assisting the Investment Analytics Manager in understanding their needs in order to provide the necessary support for vanilla and complex securities, derivatives, and structured products.
Support the Investment Analytics Manager in working with:
- Investment Risk’s dedicated IT team and othertechnology teams (as necessary) to design and implement robust platforms for the calculation, storage, and dissemination of security- and portfolio-level analytics. This will involve engagement with business analysts and developers to ensure a well thought out statement of work is developed as well as a robust UAT plan.
- Other groups within the firm that provide data required by Investment Risk, such as Performance, Pricing, etc.
Support the Investment Analytics Manager in
- Ensuring compliance with the firm-wide data governance program
- Establishing a data quality framework
- Performing data risk management via a control process
Engage in activities designed to enhance his/her knowledge base as it relates to analytics, risk modeling, and pricing of vanilla and complex securities, derivatives, and structured products. This may entail attending conferences, vendor training programs, and reading books or articles.
- College degree and at least 5 years of relevant work experience related to fixed income and/or multi-asset class security and derivatives analytics
- Familiarity with security and derivative pricing models
- Familiarity with multi-factor risk models
- Strong analytical and communication skills
- Ability to explain complex concepts in a clear manner
- Ability to work effectively in a fast-paced environment
- Ability to work independently or as a member of a team
- Detail oriented
- Process driven
- Strong organizational skills
- Strong interpersonal skills that demonstrate the ability to handle complex interactions and reconcile differing views
- Graduate degree in a quantitative field such as quantitativefinance, statistics, applied mathematics, or engineering
- Programming experience
- Professional accreditations such as CFA, FRM, PRM, or CAIA
- Experience with investment management applications (e.g., Barclays Point, Bloomberg PORT, MSCI RiskManager, etc.)
T. Rowe Price is an Equal Opportunity Employer