Role details

Fixed Income Business Analyst

New York   •  Temporary

Bullet points

  • exciting opportunity with leading investment bank
  • opportunity to join a growing team

About Our Client

leading global investment bank

Job Description

The Strategic Data Analyst position provides critical data integration support. This role requires an individual passionate about data maintenance, data quality control, and any other basic but important data analysis techniques. Also, the role requires an understanding of multivariate data environment and superior programming skills. 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.

  • Responsible for producing the following Fixed Income analytic metrics:
  • Duration: modified and "effective" (also called option-adjusted) duration
  • Average life
  • 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 quanti

The Successful Applicant

  • 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

What's on Offer

base salary + bonus

Apply for this job

Click the Apply or LinkedIn button below or contact Nicole Volpert quoting job reference 1212627
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