PM Support and Investment Process Analyst with State Street Global Advisors, AVP
What we will ask you to do:
Who you are?
- Intelligent Portfolio Construction and Portfolio Manager Decision Support
- Serving as internal subject matter expert for Fixed Income, you would engage closely with portfolio management teams to deliver positive impact on portfolios performance.
- Develop and integrate optimization and algorithms into the FX portfolio management processes to improve efficiency and quality of exposures.
- Supporting portfolio managers on improving performance through identifying and systematizing value opportunities across multiple portfolios.
- Work with portfolio managers on incorporating ESG factors into the portfolio management process.
- You will be monitoring exposures, research, cash and portfolios notifying any overdrafts or exceptions to the Portfolio Management team.
- You will have the chance to monitor short-term interest rate differentials for optimal tenor selection and recommendation to FX PM team.
- You will observe and research corporate actions engaging with the PM team to respond.
- You will monitor dealer axes and inventory in the market and flag opportunities to PM team.
- Monitor demonstrate, collateral and margin levels for derivative portfolios and flag any action required to the team.
- Perform Portfolio Analytics and report to the team
- Build and maintain portfolio oversight reports - performance and exposures for management oversight and non-standard, mandate-specific analytics for exposure management.
- You will be involved in designing bespoke client reporting, address ad hoc client inquiries and deliver insightful TCA analysis.
- 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
- Assisting the PM, propose creative solutions to improve the ETF basketing process, through improved processes and more advanced and automated ETF basket building.
- Support AP and basket oversight.
Bachelor's Degree. Degree in finance, hard science, math, economics, or business is a plus.
Equal opportunity statement
- 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 and PREP functions.
- 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.
Across the world, institutional investors rely on us to help them handle risk, respond to challenges, and drive performance and profitability. We keep our clients at the heart of everything we do, and engaged employees are needed to our continued success.
Our promise to maintain an environment where every employee feels valued and able to meet their full potential infuses our values. It's also part of our dedication to inclusion, development and engagement, and corporate social responsibility. You'll have tools to help balance your professional and personal life, paid volunteer days, and access to employee networks that help you stay connected to what matters to you. Join us.
State Street is an Affirmative Action/ Equal Opportunity Employer/Vet/Disability.