The Investment Analytics Analyst, working under the direction of the Investment Analytics Manager, will support the accurate and timely delivery of security- and portfolio-level analytics necessary for portfolio management, risk analysis, trade modeling, and both internal and external reporting. The role requires understanding of security and derivatives analytics as well as risk and pricing models. The ability to successfully work with portfolio managers, traders/portfolio modelers, investment analysts, quants, and risk managers/analysts will be important to ensure business needs are met in a time sensitive manner. The incumbent will also support data governance activities associated with security- and portfolio-level analytics.
A career at T. Rowe Price says you want to contribute and make a difference at a leading global investment management firm where success results from the dedication our associates have in building success for our clients. We are a growing organization of associates from diverse backgrounds, experiences, and perspectives.
We take a long-term view on associates and their careers. Our associates do phenomenal work with purpose, and as a result, we provide growth opportunities through in-person and online training, management development programs, and career development on the job.
If you are seeking a meaningful work experience along with a workplace culture that thrives on teamwork, we invite you to explore the opportunity to join us.
- Carry out the day-to-day activities associated with delivering high quality security- and portfolio-level analytics to portfolio managers, traders/portfolio modelers, investment analysts, quants, and risk managers/analysts across all asset classes. Assist the Investment Analytics Manager in understanding business needs in order to provide appropriate support for vanilla and complex securities, derivatives, and structured products.
Support the Investment Analytics Manager in working with other teams as follows:
- Investment Risk’s dedicated IT team and other technology teams (as necessary) to design and implement robust platforms for the calculation, storage, and dissemination of security- and portfolio-level analytics. This will involve engagement with business analysts and developers to ensure a well thought out statement of work is developed as well as a robust UAT plan.
- Other groups within the firm that provide data required by Investment Risk, such as Performance and Pricing.
Support the Investment Analytics Manager in creating a robust data environment by:
- Ensuring compliance with the firm-wide data governance program
- Establishing a data quality framework
- Performing data risk management via a control process
- Engage in activities designed to enhance his/her knowledge base as it relates to analytics, risk modeling, and pricing of vanilla and complex securities, derivatives, and structured products. This may entail attending conferences, vendor training programs, and reading books or articles.
PERSONAL ATTRIBUTES / SKILLS / QUALIFICATIONS
- College degree and relevant work experience related to fixed income and/or multi-asset class security and derivatives analytics
- Familiarity with security and derivative pricing models
- Familiarity with multi-factor risk models
- Strong analytical and communication skills
- Ability to explain complex concepts in a clear manner
- Ability to work effectively in a fast-paced environment
- Ability to work independently or as a member of a team
- Strong operational mindset:
- Detail oriented
- Process driven
- Strong organizational skills
- Strong interpersonal skills that demonstrate the ability to handle complex interactions and reconcile differing views
- Graduate degree in a quantitative field such as quantitative finance, statistics, applied mathematics, or engineering
- Experience with SQL and Excel, a statistical programming language (e.g., R, Python, MATLAB), and business intelligence tools such as PowerBi
- Professional accreditations such as CFA, FRM, CQF, PRM, or CAIA
- Experience with investment management applications (e.g., Bloomberg PORT, MSCI RiskManager, MSCI BarraOne, ADCO, Yield Book, Factset, etc.)
T. Rowe Price is an equal opportunity employer and values diversity of thought, gender, and race. We believe our continued success depends upon the equal treatment of all associates and applicants for employment without discrimination on the basis of race, religion, creed, colour, national origin, sex, gender, age, mental or physical disability, marital status, sexual orientation, gender identity or expression, citizenship status, military or veteran status, pregnancy, or any other classification protected by country, federal, state, or local law.