Fixed Income Data Analyst
About The Position
The Analyst’s primary role is to provide analytical support for Yield Book 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 the various fixed income products including government and agency securities, corporate high grade, high yield and emerging market securities, mortgage- and asset-backed securities, preferred stock, futures, and derivatives products.
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 creating new indexes and maintaining existing indexes
- Create and maintain index reports that are produced and published daily
- Collaborate with index development to streamline existing processes
Benefits
- Annual Wellness Allowance
- Paid time-off
- Medical
- Dental
- Vision
- Flex Spending & Health Savings Options
- Prescription Drug plan
- 401(K) Savings Plan and Company match
- basic life insurance
- disability benefits
- emergency backup dependent care
- adoption assistance
- commuter assistance
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
Number of Employees
5,001-10,000 employees
