PM Support and Investment Process Analyst

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 25.03.2019
  • Ważna jeszcze 0 dni (do 24.04.2019)

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    PM Support and Investment Process Analyst
    JOB ID: R-592141
    Location: Kraków

    Function Overview

    SSGA Fixed Income Cash and Currency are looking to establish a team to use the latest quantitative techniques to create the portfolio management process of the future – one where technology is used to improve the efficiency and quality of investment decision making. The team will work in partnership with specialist and experienced portfolio managers around the world, to learn and re-imagine the investment process.

    Intelligent Portfolio Construction and Portfolio Manager Decision Support
    • Develop and integrate optimization and algorithms into the Fixed Income Portfolio management processes to improve efficiency and quality of portfolios.
    • Develop and integrate optimization and algorithms into the FX portfolio management processes to improve efficiency and quality of exposures.
    • Work with portfolio managers on improving performance through identifying and systematizing value-add opportunities across multiple portfolios.
    • Work with portfolio managers on incorporating ESG factors into the portfolio management process. 
    Portfolio Monitoring and Research
    • Monitor cash and flag any overdrafts to the PM team.
    • Monitor exposures and flag any concerns to PM team.
    • Monitor outstanding counterparty credit exposures and flag concerns to FX PM Team.
    • Monitor short-term interest rate differentials for optimal tenor selection and recommendation to FX PM team.
    • Monitor and research corporate actions and work with the PM team to respond.
    • Monitor dealer axes and inventory in the market and flag opportunities to PM team.
    • Monitor leverage, collateral and margin levels for derivative portfolios and flag any action required to PM team.
    Portfolio Analytics
    • Develop and maintain portfolio oversight reports – performance and exposures for management oversight and non-standard, mandate-specific requirements, flows .
    • Custom attribution and performance, exposure and risk analytics.
    • Custom client reporting, ad hoc client inquiries
    • TCA analysis leveraging self-service tools.
    • Portfolio and index turnover analysis.
    • PM system morning checks for analytics data and exposures.
    • Qualitative analysis of MMF performance reports for Global Cash. 
    Market Research
    • Market liquidity analysis, including supporting ETF spread setting.
    • Daily upgrade/downgrade monitoring.
    • Daily biggest positive/negative spread moves in credit and Emerging Market Debt.
    • Monitor index evolution and work with PM team on relevant thought leadership and index change strategies.
    • Work with specialist sector teams on market structure analysis for new products and thought leadership.
    ETF Basketing
    • Work with portfolio managers to enhance the ETF basketing process, through improved processes and more advanced and automated ETF basket building.
    • Support AP and basket oversight.

    Qualifications:

    • Bachelor’s Degree. Degree in finance, hard science, math, economics, or business is a plus.
    • Experience requirement: 3-5 years working in a financial institution or a finance-specific industry.
    • Strong analytical skills.
    • Previous experience in financial engineering.
    • Advanced knowledge of Bloomberg, including PORT function.
    • Software skills: C++, SQL, R, and Python.
    • Practical experience in VBA macros development.
    • Deep understanding of risk modelling, fixed income, cash and currency instruments and derivatives.
    • Advanced understanding of quantitative and statistical analysis, corporate finance and portfolio management.

     

    To apply to this position, follow the "apply now" link. To locate this position in our application page, please use the KEYWORD search functionality and insert either the State Street Job ID or the Location.

    As a first step we ask all candidates to fill out our online application form. Please enclose the CV in English and remember to save this document without any Polish characteristics also in file name.


     

    Job ID: R-611111 / Location: Gdańsk

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