Job Duties
- Ensure quality and integrity of front-office data.
- Analyze and support the data requirements of custom and vendor software applications focused on portfolio management and trading.
- Understand data relationships and conventions of different market data providers including indices Investigate and resolve market data-related issues across multiple platforms and application vendors.
- Design and implement small databases, data processing and transformation logic and calculations.
- Write and maintain technical documentation such as software development life cycle documentation and support/system documentation.
Experience & Skills Required
- Ability to communicate (verbal/written) with front office users.
- Knowledge of features and characteristics of different Fixed Income and Equity security types; fixed income is a must.
- Experience with portfolio management and trading data entities and concepts (portfolios, holdings, trades, securities, analytics, benchmarks, etc).
- Experience in producing portfolio and benchmark comparisons around characteristics and breakdowns.
- Some experience with portfolio returns and attribution Ideal candidate will have recent buy-side experience.
- Experience with at least one specific market data feed provider (Bloomberg, Factset, Axioma, Yieldbook, Barclays POINT, BondEdge, etc.).
- Understanding of data set operations and basic concepts of entities and joining them Intermediate database skills (SQL Server, Oracle) including basic table design, creating SQL queries, and using stored procedures/functions.
- Ability to create data designs from use cases and object models during requirements and design phases.
- Experience with at least one scripting language (Perl/Python preferred) used in a data transformation context, e.g. ETL.
- Familiarity with reporting tools and experience with report creation.