LSEG is looking to solve the problem of providing analytical support for Yield Book users and assisting in their day-to-day portfolio management, including price-yield and option-adjusted calculations, duration and convexity analysis, portfolio optimization, risk analysis, return attribution, and comparison of portfolios to a benchmark.
Requirements
- Knowledge of the fixed income market is a plus
- Degree or equivalent experience in Economics, Finance, Math, Computer Science or Engineering
- Positive attitude, and eagerness to continually upskill
- Ability to balance multiple initiatives simultaneously, whilst preserving quality of delivery and attention to detail
- Energy, determination, resourcefulness, analytical skills
- Outstanding communication abilities
- Ability to take an organized, well-researched and thoughtful approach to work
Responsibilities
- Conduct detailed data analysis using a wide variety of data sources and tools to verify accuracy of bond data and update data when necessary
- Research new global data requirements and maintain existing database of data sources
- Coordinate with other modelers/coding groups to perform data validation
- Participate in global market research and tracking for FTSE Russell Fixed Income Indices
- Quantitative research for index historical simulation
- Support FTSE Fixed Income Index by creating new indexes and maintaining existing indexes
- Create and maintain index reports that are produced and published daily
Other
- Degree or equivalent experience in Economics, Finance, Math, Computer Science or Engineering
- Positive attitude, and eagerness to continually upskill
- Consistently deliver timely and high quality of work
- Ability to balance multiple initiatives simultaneously, whilst preserving quality of delivery and attention to detail
- Take an organized, well-researched and thoughtful approach to work
