Education and Experiencebr br Bachelors degree or foreign education equivalent in Quantitative and Computational Finance, Mathematics, Applied Mathematics, Financial Engineering, or a closely related field and five 5 years of experience in the job offered or five 5 years of experience performing fixed income portfolio analysis in a financial services environment.br br Or, alternatively, Masters degree or foreign education equivalent in Quantitative and Computational Finance, Mathematics, Applied Mathematics, Financial Engineering, or a closely related field and two 2 years of experience in the job offered or two 2 years of experience performing fixed income portfolio analysis in a financial services environment.br br Skills and Knowledgebr br Candidate must also possessbr br Demonstrated Expertise DE building tools to aid portfolio managers in managing monthend extensions and downgrading securities and new issuances in benchmarks of intramonth and monthend rebalancing and measuring factors interest rates, issuer spread sensitivities, and option adjusted analytics using Bloomberg PORT or Barclays Point, Python, VBA, SQL, MATLAB, and index and benchmark construction mechanics.br br DE enhancing tools and managing smartbeta ETF index products basket creationredemption processes and monthend and intramonth rebalancing using Python, SQL, and VBA; and programing index rules for sizing new floater issuance from a bond primary market, using Python, VBA, and SQL.br br DE building mapping logics between mortgage index generics and mortgage pools to improve portfolio analysis on mortgage backed securities in a portfolio, using Bloomberg index rule, SQL, and Python.br br DE building tools and logics to improve hit rate of daytoday trades, using bond liquidity, Python, VBA, and SQL.
Categories: eb3
0 Comments