Performance Management Financial Engineer

US-CA-Pasadena
Category
Information Technology - Architecture/Applications Development

Overview

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.

Responsibilities

  • Utilize understanding of fixed income and derivative analytics as well as portfolio management to design and construct solutions for investment management, client service and risk management users.
  • Quickly understand business and system details related to existing and planned attribution solutions
  • Collaborate with analysts, front office users, and risk management to analyze and design innovative attribution solutions
  • Contribute creative and innovative ideas on user-experience with attribution solutions
  • Work both independently and with team to consistently deliver and support high-quality solutions to business users
  • Quickly develop and deliver high-quality, tested solutions based on requirements and user-experience discussions
  • Efficiently manage multiple tasks and/or projects simultaneously and accurately track and escalate issues to supervisor
  • Provide effective documentation of user-solutions and technical decisions where appropriate and effective
  • Provide production support of related solutions
  • Communicate effectively in all matters related to responsibilities

Qualifications

Specific Knowledge, Experience, and Characteristics Required:

  • Excellent communication skills
  • Strong knowledge of portfolio management and a wide range of fixed income and derivative products and analytics
  • Strong knowledge of fixed income attribution (CFA or MFE is a plus)
  • Solid experience and knowledge in developing Excel including building macros in VBA
  • Solid experience with SQL and database technologies
  • Solid experience and knowledge in a programming language (e.g. Python, Scala, R, Java)
  • Highly self-motivated, results oriented, and capable of independent creative critical thinking and problem solving

 


Academic Qualifications (minimum requirements):


  • M.S. in Financial Engineering or equivalent

How to Apply

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