Quantitative Analyst Junior Portfolio Manager, State Street Global Advisors, AVP

Recruiter
State Street Corporation
Location
London, United Kingdom
Salary
Competitive
Posted
15 Nov 2022
Closes
01 Dec 2022
Ref
17573497
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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 investment professionals, 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 $1trillion in 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, you will 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 provide opportunity 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 and enjoys 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 problem-solving abilities complemented by effective multi-tasking 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 object-oriented 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 services to 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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