Quantitative Analyst Junior Portfolio Manager - London, United Kingdom - eFinancialCareers

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London, United Kingdom

1 week ago

Tom O´Connor

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Tom O´Connor

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Description

We are looking for a Quantitative Analyst Junior Portfolio Manager to join the Fixed Income Investment Portfolio Construction Team within State Street Global Advisors (SSGA) in London.

You will join a dynamic, successful and collaborative team of investmentprofessionals, responsible for SSGA's fixed income portfolios and bringing market-leading solutions to our clients.

The Global Fixed Income team constitutes of over 110 investment professionals in seven global locations.

The global team manages $1trillionin active and indexed fixed income, cash and currency mandates across a broad spectrum of products on behalf of a wide range of clients.

Based in London, you will be focused on elevating scalability and efficiency of the investment process for a broad range of fixed income strategies: Rates, Credit and Emerging Markets.

Employing advanced data management techniques and quantitative models, youwill be a part of a dynamic and collaborative team focused on advancements in systematic security selection, automation of portfolio construction and incorporation of real-time liquidity signals.

The broad range of SSGA's fixed income strategies would provideopportunity to engage in management of systematic active, index and multi-factor ESG funds.

This is a demanding role that would be a very good match for someone who strives for intellectual challenges, comfortable focusing on a broad range of projects andenjoys delivering practical quantitative solutions.


What you will be responsible for:

  • A significant focus of the role will be on evolution of the investment process, participation in project work, and development and implementation of advanced investment solutions:
  • Systematic Portfolio Construction:
  • Integration of advanced optimization algorithms into the Fixed Income portfolio management processes to improve efficiency and quality of portfolio construction
  • SPDR ETF basketing process automation
  • Development and Enhancement of existing code base
  • Product development:
  • Development and maintenance of ESG strategies
  • Enhancements of Risk models
  • Custom attribution of performance and risk analytics of Fixed Income portfolios
  • Quantitative Research:
  • Incorporation and attribution of ESG factors into the portfolio management process, impact minimisation on portfolio risk and return profiles
  • Development of statistical tools and back test engines to advance portfolio construction
  • Research, development and integration of proprietary Security Selection, Asset Allocation and Liquidity factors

Required Skills and Qualifications:


  • Bachelor's Degree with a strong quantitative background: finance, math or physics is a must
  • Excellent knowledge of probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
  • Extensive knowledge of optimisation techniques and mathematical models behind it
  • Practical advanced knowledge of programming with experience in building solutions using Python, R and SQL.
  • Strong understanding of financial theory, knowledge of Fixed Income instruments, derivatives, and asset allocation
  • Very strong analytical and problemsolving abilities complemented by effective multitasking and prioritization skills
  • Questioning nature, ability to constructively challenge status quo, ask right questions and demonstrate solution focused mindset
  • Ability to influence across siloes and establish effective collaboration with key partners

Preferred Skills and Qualifications:


  • Knowledge of objectoriented programming, python or R is a plus.
  • Machine Learning or AI knowledge, cloud technology a plus.
  • SQL Server, MySql or other database experience.
  • Familiarity with Github, Bitbucket is a plus.


State Street Global Advisors is one of the industry's largest institutional asset managers is the investment management arm of State Street Bank and Trust Company, a wholly owned subsidiary of State Street Corporation a leading provider of financial servicesto institutional investors.

We employ a diverse group of investment professionals worldwide. As an organization we are committed to corporate social responsibility.

Active engagement with our communities around the world both as a partner and a leader is a fundamental value at State Street.

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