JOB DESCRIPTION
DESCRIPTION:
Duties: Analyze and interpret market and portfolio data across markets. Maintain and enhance dashboards analyzing account movements and identifying key trends. Produce interest income forecasts for separately managed account clients to derive implied rates for Treasuries. Conduct attribution analysis to identify drivers of portfolio returns and risk and communicate findings to team members and clients. Support research, commentary writing, and portfolio analysis. Apply prompt engineering techniques and scripting to automate analytical processes and identify novel data relationships. Deliver solutions that enhance team productivity and quality of investment analysis. Stay up to date of macroeconomic trends, market developments, and regulatory changes, and leverage to write market commentaries and memos for clients and internal communications. Prepare client communication documents. Translate quantitative findings and portfolio analytics into actionable insights. Collaborate with portfolio managers, traders, risk management, technology, and client advisory teams to deliver integrated investment solutions and enhance offerings. Conduct attribution analysis to identify drivers of portfolio returns and risk. Coordinate with Portfolio Management, and risk teams to remediate any potential breaches such as credit quality and eligible securities using internal compliance monitoring and resolution tools.
QUALIFICATIONS:
Minimum education and experience required: 3 or 4 - year Bachelor's degree in Mathematics, Finance, Economics, Business Management, or related field of study plus 2 years of experience in the job offered or as Investment Specialist, Investment Analyst, Research Analyst, or related occupation.
Skills Required: This position requires experience with the following: Using Bloomberg Terminal to analyze and interpret market and portfolio data across markets; designing and implementing end-to-end, API driven Python workflows for quantitative fixed income analytics covering rates, spreads, yields, returns, and generating customized client presentations; utilizing end-to-end fixed income portfolio management including portfolio construction, risk budgeting, and the analysis of market dynamics for articulating Short-term Fixed Income Investment Strategies to institutional clients; performing return and risk attribution using Bloomberg to isolate, quantify, and explain the drivers of portfolio performance encompassing both returns and risk; fixed income, portfolio management, understanding, and a strong command of bond math and mechanics.
Job Location: 270 Park Avenue, New York, NY 10017.
Full-Time. Salary: $150,000 - $150,000 per year.
