Responsible for Developing Investment Management Solutions
The Performance Management Financial Engineer will be a key member of the Attribution team which works directly with front office traders, portfolio managers, analysts, risk managers and management to design and develop creative, robust, value-add solutions that support Fixed Income Attribution as Western Asset. As part of this group, the individual will be responsible for analyzing, designing, modeling, developing, testing, and/or implementing third-party attribution solution(s).
The Performance Management Financial Engineer should have a keen understanding of fixed income and derivative products and derivatives as well as portfolio construction and management as well as experience implementing or building a Fixed Income Attribution solution for an asset management organization. The Performance Management Financial Engineer should have a diverse background in programming and have a passion in creating mission critical and high performance systems.
Along with the specified responsibilities and competencies, we are looking for an individual who possesses a positive, action-oriented attitude and understands the importance of taking initiatives within a team environment. The optimal candidate has a strong interest to deliver creative value-add solutions to the front office, client service and risk management business areas.