Data Analyst

[Pack, Jaime BGI SF]

 

BGI is seeking a Data Analyst who will be a member of the newly formed Portfolio Solutions group which will oversee all U.S.-based, actively managed fixed income accounts.  He/she will be responsible for systems development and data management supporting portfolio construction.

 

 

Key Responsibilities

·                     Assist in systems development supporting portfolio construction.

·                     Monitor and maintain performance of accounts across sectors.

·                     Help to develop portfolio management monitoring tools that are easy to use.

·                     Work to develop in-depth analysis on portfolio positioning, risk, and performance.

 

 

Requirements

·         Demonstrable comfort with large amounts of data and a strong understanding of SQL programming and database driven analysis.

·         Extensive Excel skills including VBA.

·         Familiarity with at least one statistical software package such as SAS, Matlab or R.

·         Knowledge of XML, UNIX, and C++ would be helpful.

·         Knowledge of credit risk management, including tools and strategies to manage idiosyncratic, industry, systematic and interest rate risks.

·         Exposure to quantitative finance, including the Merton model, statistical testing and credit derivatives. 

·         Willingness to learn the BGI research framework a must.

·         General understanding of fixed income instruments, capital markets, hedging and derivatives.

 

 

To apply, please click here:

 

https://barclays.recruitmax.com//main/careerportal/candidate_update.cfm?szOrderID=3367

 

 

Regards,

 

Jaime

Please connect with me via LinkedIn: http://www.linkedin.com/in/jaimepack

 

Jaime Pack

Recruiting Specialist

Human Resources

Barclays Global Investors

(: [phone] (office)

6: [phone] (fax)

45 Fremont Street, San Francisco, CA 94105, USA

 

 

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