Fixed Income Data Analyst

Description

The analyst supports users of the company's index and data products with their daily portfolio work. Typical tasks include pricing, yield and option-adjusted calculations, duration and convexity, portfolio optimisation, risk, return attribution and benchmark comparisons.

You may also help with consulting projects, follow markets for index and ETF products, and test new products alongside senior developers.

The work covers government and agency securities, high grade corporate, high yield and emerging market securities, mortgage and asset-backed securities, preferred stock, futures and derivatives.

The company is a global financial markets infrastructure and data provider with 25,000 people across 65 countries.

Responsibilities

• Check bond data for accuracy in depth using many sources and tools, and update it when needed.
• Look into new global data needs and keep the list of data sources current.
• Work with modelling and coding teams on data validation.
• Follow global markets and research for the fixed income indices.
• Run quantitative research for historical index simulations.
• Help create new fixed income indices and maintain existing ones.
• Build and maintain index reports, which are published every day.
• Work with index development to simplify existing processes.

Requirements

• A degree, or equivalent experience, in economics, finance, mathematics, computer science or engineering.
• A positive outlook and a drive to keep building your skills.
• Deliver timely, high quality work consistently.
• Manage several initiatives at once without losing quality or attention to detail.
• Work in an organised, well researched and thoughtful way.
• Bring energy, determination, resourcefulness, analytical skill and strong communication.
• A plus: knowledge of fixed income markets.

Conditions

This is an associate-level role.

Base salary is expected to be $58,400 to $97,400, and may differ by location, city and state.

You are also eligible for the annual bonus plan, the AIP, with target rates set by role level and career stage.

Individual pay reflects job-related knowledge, skills and equivalent experience.

Benefits usually apply to roles other than internships and part-time roles under 20 hours per week.

The company is an equal opportunity employer that makes reasonable accommodations for religious practices and for mental health or physical disability needs.

Benefits

• Annual wellness allowance.
• Paid time off.
• Medical, dental and vision cover.
• Flexible spending and health savings options.
• Prescription drug plan.
• 401(k) savings plan with company match.
• Basic life insurance and disability benefits.
• Emergency backup dependent care and adoption assistance.
• Commuter assistance.
• Retirement planning, paid volunteering days and wellbeing initiatives.