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SSGA PM Support and Investment Process Analyst, AVP

Posted on Mar 15, 2019 by State Street UK

Kraków, Kraków Poland
Accountancy
13 Mar 2019
Annual Salary
Full-Time
  • 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: minimum of 3 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.

Reference: 671251853