Currency Management Portfolio Analyst, Assistant Vice President
Posted on: 23 Oct 2021
Boston, MA
Job Description
Why this role is important to us
The team you will be joining is a part of State Street Global Markets (SSGM). When owners and managers of institutional assets need research, trading, securities lending and innovative portfolio strategies, they turn to SSGM business unit. As our investment research and trading arm, SSGM’s number one goal is to enhance and preserve our clients’ portfolio values by applying technology, optimizing trading, and linking asset classes and markets across the world.
Join us if making your mark in the capital markets industry from day one is a challenge you are up for.
What you will be responsible for
• Create transaction cost analyses using Excel and VBA/Python based models, and work with our third-party TCA provider.
• Create analytical reports for passive and active currency products using Excel and VBA/Python based models.
• Understand and maintain proprietary attribution and decomposition models in Excel.
• Further automate and scale models in Excel and VBA/Python whenever necessary.
• Debug customized Excel/VBA/Python models and research data issues using SQL/ORACLE when processes break down.
• Understand the underlying logic of our analytics system, to better understand the system’s inner workings.
• Provide periodic and ad-hoc presentations to existing clients and senior management.
• Deliver presentations on analytics capabilities to prospective clients.
• Participate in periodic and ad-hoc client performance calls and meetings
• Assist other functions of the group (management, client service, trading etc.), with various research and analytics projects as needed.
Education & Preferred Qualifications
Quantitative background (BA/BS in Finance, Economics, Math, Engineering or Computer Science).
• MBA (or other quantitative Master’s degree) and/or CFA preferred.
• Strong Excel skills, with experience in using advanced formulas and features
• Familiar with, or willing to learn basic SQL queries using Oracle/Access databases, and coding in VBA and Python.
• 2 - 4 years of experience in a quantitative role (Analytics, Finance, Programming, Consulting).
• Well organized, flexible, and able to work independently as well as in a team environment on multiple projects simultaneously.
• Strong analytical and problem-solving skills, attention to detail and quality of output to clients.
• Excellent written and verbal communication skills, must be able to fully comprehend client questions and articulate relevant answers.
State Street
Boston, MA
State Street Corporation, through its subsidiaries, provides a range of financial products and services to institutional investors worldwide. It offers investment servicing products and services, including custody; product and participant level accounting; daily pricing and administration; master trust and master custody; depotbank services; record-keeping; cash management; foreign exchange, brokerage, and other trading services; securities finance; deposit and short-term investment facilities; loans and lease financing; investment manager and alternative investment manager operations outsourcing; performance, risk, and compliance analytics; and financial data management to support institutional investors.
The company also provides investment management strategies and products, such as core and enhanced indexing, multi-asset strategies, active quantitative and fundamental active capabilities, and alternative investment strategies. In addition, it offers services and solutions, including environmental, social, and governance investing; defined benefit and defined contribution; and outsourced chief investment officer. The company provides its products and services to mutual funds, collective investment funds and other investment pools, corporate and public retirement plans, insurance companies, foundations, endowments, and investment managers. State Street Corporation was founded in 1792 and is headquartered in Boston, Massachusetts.
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IndustryBanking/Financial Services
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No. of Employees39,969
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Jobs Posted443
