State Street Corporation (NYSE: STT) is the world's leading provider of financial services to institutional investors including investment servicing, investment management, market research and trading. With $28.4 trillion in assets under custody and administration and $2.48 trillion in assets under management State Street operates in 29 countries and more than 100 geographic markets and employs over 29,000 worldwide promoting a culture of excellence.
At the moment we are looking for candidates for
SSGA PM Support and Investment Process Analyst, AVP
Location: Kraków, małopolskie
JOB ID: R-592140
to join the insource organization supporting the State Street EMEA
Why State Street Bank Poland?
Operating in Europe since 1970 State Street services clients in multiple locations. State Street Bank Poland was established in 2007 in Kraków. Today State Street Bank Poland employs over 2000 staff members at three sites across the city. Our Kraków office provides investment fund accounting and related services to clients of multiple State Street locations and business units across Europe. We offer positions in a challenging, rapidly changing and international environment. There are multiple opportunities to gain experience in diverse areas of the investment fund cycle. State Street offers a significant scope for personal growth and career progression. Throughout your career at State Street you will be provided with a wide range of training opportunities and internal mobility options as well as individual development plans, attractive benefits and an excellent remuneration package. The continuous development of our employees from day one is critical as we continually seek to develop and expand the local management team and create future leaders from within.
- Intelligent Portfolio Construction and Portfolio Manager Decision Support
- Develop and integrate optimization and algorithms into the Fixed Income Portfolio management processes to improve efficiency and quality of portfolios.
- Develop and integrate optimization and algorithms into the FX portfolio management processes to improve efficiency and quality of exposures.
- Work with portfolio managers on improving performance through identifying and systematizing value-add opportunities across multiple portfolios.
- Work with portfolio managers on incorporating ESG factors into the portfolio management process.
- Portfolio Monitoring and Research
- Monitor cash and flag any overdrafts to the PM team.
- Monitor exposures and flag any concerns to PM team.
- Monitor outstanding counterparty credit exposures and flag concerns to FX PM Team.
- Monitor short-term interest rate differentials for optimal tenor selection and recommendation to FX PM team.
- Monitor and research corporate actions and work with the PM team to respond.
- Monitor dealer axes and inventory in the market and flag opportunities to PM team.
- Monitor leverage, collateral and margin levels for derivative portfolios and flag any action required to PM team.
- Portfolio Analytics
- Develop and maintain portfolio oversight reports – performance and exposures for management oversight and non-standard, mandate-specific requirements, flows .
- Custom attribution and performance, exposure and risk analytics.
- Custom client reporting, ad hoc client inquiries
- TCA analysis leveraging self-service tools.
- Portfolio and index turnover analysis.
- PM system morning checks for analytics data and exposures.
- Qualitative analysis of MMF performance reports for Global Cash.
- Market Research
- Market liquidity analysis, including supporting ETF spread setting.
- Daily upgrade/downgrade monitoring.
- Daily biggest positive/negative spread moves in credit and Emerging Market Debt.
- Monitor index evolution and work with PM team on relevant thought leadership and index change strategies.
- Work with specialist sector teams on market structure analysis for new products and thought leadership.
- ETF Basketing
- Work with portfolio managers to enhance the ETF basketing process, through improved processes and more advanced and automated ETF basket building.
- Support AP and basket oversight.
- Bachelor’s Degree. Degree in finance, hard science, math, economics, or business is a plus.
- Experience requirement: minimum of 3 years working in a financial institution or a finance-specific industry
- Strong analytical skills.
- Previous experience in financial engineering.
- Advanced knowledge of Bloomberg, including PORT function.
- Software skills: C++, SQL, R, and Python.
- Practical experience in VBA macros development.
- Deep understanding of risk modelling, fixed income, cash and currency instruments and derivatives.
- Advanced understanding of quantitative and statistical analysis, corporate finance and portfolio management.
- Management of small teams would be an asset.
To apply to this position, follow the "apply now" link. To locate this position in our application page, please use the KEYWORD search functionality and insert either the State Street Job ID or the Location.
As a first step we ask all candidates to fill out our online application form. Please enclose the CV in English and remember to save this document without any Polish characteristics also in file name.