Fixed Income Data Analyst

LSEG•Buffalo, NY

2d•$58,400 - $97,400•Onsite

About The Position

The Analyst’s primary role is to provide analytical support for FTSE Russell users and to assist in their day-to-day portfolio management. This includes price-yield and option-adjusted calculations, duration and convexity analysis, portfolio optimization, risk analysis, return attribution, and comparison of portfolios to a benchmark, as well as assisting with consulting projects. In addition, analysts are called upon to track markets relating to our Index and ETF products and to assist senior developers in testing new products. This position provides an excellent opportunity to gain a broad perspective on a wide range of fixed income products! These include government and agency securities, corporate high grade, high yield and emerging market securities, mortgage- and asset-backed securities, preferred stock, futures, and derivatives products. It's a fantastic opportunity to build expertise across multiple asset classes while contributing to innovative index and ETF solutions!

Requirements

Degree or equivalent experience in Economics, Finance, Math, Computer Science or Engineering.
Positive attitude, and eagerness to continually upskill.
Consistently deliver timely and high quality of work.
Ability to balance multiple initiatives simultaneously, whilst preserving quality of delivery and attention to detail.
Take an organized, well-researched and thoughtful approach to work.
Energy, determination, resourcefulness, analytical skills and outstanding communication abilities.

Nice To Haves

Knowledge of the fixed income market is a plus.

Responsibilities

Conduct detailed data analysis using a wide variety of data sources and tools to verify accuracy of bond data and update data when necessary.
Research new global data requirements and maintain existing database of data sources.
Coordinate with other modelers/coding groups to perform data validation
Participate in global market research and tracking for FTSE Russell Fixed Income Indices.
Quantitative research for index historical simulation.
Support FTSE Fixed Income Index by crafting new indexes and maintaining existing indexes.
Build and maintain index reports that are produced and published daily.
Collaborate with index development to streamline existing processes.