Who we are looking for
Are you passionate about business strategy?
Do you seek opportunities to use data and analytics to make business decisions?
Do you want to work in a diverse, multi-cultural environment?
Are you forward thinking, curious and naturally dissatisfied with an outdated status quo?
This role can be performed in a hybrid model, where you can balance work from home and office to match your needs and role requirements.
Why this role is important to us
Founded 40 years ago as the asset management arm of State Street Corporation, State Street Global Advisors (SSGA) is grounded in State Street’s 225-year heritage of helping people manage their assets wisely. Today, we’re the world’s third largest asset manager with over $3 trillion in assets under management for more than 2800 clients, ranging from central banks and sovereign wealth funds, to pensions, foundations and investment advisors.
Our Investment team designs and manages investment strategies as well as solutions for a broad spectrum of clients across the world.
What you will be responsible for
Fixed-Income, Cash and Currency Beta team is a truly global team with members located in our Boston, London, Krakow, Singapore, and Tokyo offices. Fixed Income and Currency Quantitative Analyst will be a member of the EMEA team with a primary focus on providing a comprehensive day-to-day support to the Fixed Income and Currency Portfolio Management process. A successful candidate will be involved in both assisting with daily portfolio management activities together with technological advancements aimed at evolving the efficiency and quality of investment decision making.
Key portfolio related responsibilities are structured across daily and monthly tasks around FX cash flows management, portfolio rebalancing trades, index changes analysis and value-add attribution. A big part of the role is linked to project work aimed at automation of portfolio construction process, research and incorporation of investment and liquidity factors, and development and integration of advanced ESG solutions.
The diverse nature of the role makes it an integral part of the investment process and provides a unique opportunity to gain in-depth insights into FX and Fixed Income portfolio management, advanced portfolio construction and investment research.
Responsibilities
- 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:
- Enhancement of the ETF basketing process, through implementation of automated ETF basket building
- Integration of optimization algorithms into the Fixed Income Portfolio management processes to improve efficiency and quality of portfolio construction
- Identifying and attributing value-add opportunities across multiple portfolios
- Participating in development and integration of proprietary Investment and Liquidity factors
- Integration of advanced ESG strategies
- The role is focused on providing valuable contribution to the Fixed Income team through analytical insights into key aspects of portfolio management and contributes to evolving portfolio management process:
- Custom attribution of performance and risk analytics of Fixed Income portfolios
- Fixed Income portfolios cost of trading and benchmark turnover analysis
- Market liquidity analysis, including providing insight into Fixed Income ETF cost of trading
- Incorporation of ESG factors into the portfolio management process and attribution of the risk-return impact
- The role will actively support the Currency team and engage with FX portfolio managers globally:
- Assisting with daily FX Cash flow booking, daily monitoring and adjustments to hedge positioning
- Assisting with monthly FX Forward rolls
- Adjust FX hedge values according to movement in the underlying benchmark
- Booking FX PnL, preparing FX trades to hedge monthly FX forwards Profit/Loss in funds
- FX Process enhancements/automation, identifying and implementing automated solutions to improve robustness and efficiency of the process
Requirements:
- All candidates should possess or exhibit:
- Bachelor’s Degree. Degree in finance, math, economics, or business is a plus
- Positive attitude, strong work ethic, ability to work independently yet also maintain strong team orientation.
- Ability to effectively prioritize and multi-task
- Strong analytical skills
- In-depth understanding of Fixed Income instruments, derivatives, and asset allocation
- Detailed knowledge of FX Forwards and their attributes
- Familiarity with Bloomberg
- Practical knowledge of programming with experience in using Python, R or VBA
- Understanding of portfolio valuations and performance attribution
We offer
- The position offers home office work possibility/option for those located in different city
- Employee savings plan
- Premium life insurance package
- VIP medical package
- International operating environment
- Language classes
- Soft skills trainings
- Technical workshops
- Development sessions with a mentor
- Diversity of opportunities across a range of challenging and highly complex activities
- Technical or leadership career pathway
Are you the right candidate? Yes!
We truly believe in the power that comes from the diverse backgrounds and experiences our employees bring with them. Although each vacancy details what we are looking for, we don’t necessarily need you to fulfil all of them when applying. If you like change and innovation, seek to see the bigger picture, make data driven decisions and are a good team player, you could be a great fit.
About State Street
What we do. State Street is one of the largest custodian banks, asset managers and asset intelligence companies in the world. From technology to product innovation, we’re making our mark on the financial services industry. For more than two centuries, we’ve been helping our clients safeguard and steward the investments of millions of people. We provide investment servicing, data & analytics, investment research & trading and investment management to institutional clients.
Work, Live and Grow. We make all efforts to create a great work environment. Our benefits packages are competitive and comprehensive. Details vary by location, but you may expect generous medical care, insurance and savings plans, among other perks. You’ll have access to flexible Work Programs to help you match your needs. And our wealth of development programs and educational support will help you reach your full potential.
Inclusion, Diversity and Social Responsibility. We truly believe our employees’ diverse backgrounds, experiences and perspectives are a powerful contributor to creating an inclusive environment where everyone can thrive and reach their maximum potential while adding value to both our organization and our clients. We warmly welcome candidates of diverse origin, background, ability, age, sexual orientation, gender identity and personality. Another fundamental value at State Street is active engagement with our communities around the world, both as a partner and a leader. You will have tools to help balance your professional and personal life, paid volunteer days, matching gift programs and access to employee networks that help you stay connected to what matters to you.
State Street is an equal opportunity and affirmative action employer.
Discover more at StateStreet.com/careers
