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. We 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.
•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
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