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Our client is a privately held investment manager offering a variety of fixed-income and equity strategies to individual and institutional investors. Managed approx. $140 billion in assets.
The Information Services Group is responsible an approach to strategic data requiring a focus on developing conclusive data requirements, fostering fact-based analysis and leveraging resources and tools that allow business areas to collaborate and share knowledge both internally and externally.
This role requires the management of a team responsible for product data maintenance, data quality control, and any other basic but important product data analysis techniques. Also, the role requires an understanding of the asset management industry and the various types of investment vehicles and the analytics required to create and maintain for marketing, sales and relationship management. The role is expected to lead some parts of the analytical process including data mining, data modeling, and, ultimately, solving critical business problems by utilizing all applicable quantitative knowledge and statistical techniques.
Manage a team of 7 analysts responsible for producing the following Fixed Income analytic metrics:
Duration: modified and "effective" (also called option-adjusted) duration
Yield: "yield to worst" calculated to various dates (calls, sinking fund dates and maturities), option-adjusted yield
Option-adjusted spread (sometimes referred to as OAS)
Historical analysis, including accurate historical "rewinds" of portfolios
Accurate knowledge of lot-level amortization and accretion used in gains/losses and total returns
Total return calculations that take transactions into account
Sector, Duration, Industry and Credit Quality breakdowns
Convexity, including option-adjusted convexity
Comparisons to indices
Develop, implement and maintain fixed income attribution reporting
Accurate and timely production of daily, weekly, and monthly reports
Provide support to programming efforts on fixed income analytical projects.
Provide quantitative analysis, data, and processes to assist product management team
Address product management issues with provided analytics and follow up until successful resolution
Provide systems support to foster participation by product management in identifying issues with data and analytics
Participate in the definition and implementation of fixed income analytic methodologies
Participate in the assessment of existing analytic tools to determine whether a new product can be accurately represented
Implement changes to analytic tools to handle new products if improvements are necessary
Disseminate regular or ad hoc reports providing quantitative data about product management
Develop testing to maintain fixed income data quality
Work with business lines in Sales and Marketing to fulfill fixed income analytical business needs.
Create performance metrics to track and measure the effectiveness of solutions generated through the analytics process.
Work with Technology and Operations to address data quality issues.
Articulating a deep knowledge of mutual funds, separately managed accounts and institutional separate accounts
Fulfilling various ad-hoc analytical reporting requests
College degree and 3-5 years of related work experience, and/or CFA
Demonstrated experience in translating business strategy into a technical strategy
Ability to successfully partner and communicate with all levels of an organization
Ability to collaborate and communicate effectively both in IT, with business within Fixed Income.
Demonstrated ability to influence and impact the business
Strong interpersonal skills and ability to forge relationships resulting in successful partnerships
Experience with Fixed Income instruments & derivatives