Derivative Analytics Data Manager

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POST DATE 8/26/2016
END DATE 12/19/2016

Confidential Company Boston, MA

Boston, MA
AJE Ref #
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Full Time
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* Domain knowledge: OTC Derivative Valuations, Market Data (e.g., yield curves, volatilities, etc.), preferred to include Fixed Income Analytics (e.g., duration, delta, etc.),
* Management experience: responsible for the oversight and development of both the people (a team of 4) and the function in which they work.
* This individual will work closely with IT to define and implement changes to the processes used through projects and initiatives.
* This individual will also work with other Portfolio Services functions to support, streamline and mitigate risks through the investment process.
* Sources: Firms in the OTC valuation space such as Numerix, Markit, Bloomberg, etc. or firms like Calypso or Murex.


The candidate needs to be highly knowledgeable of a wide range of OTC derivatives, valuations, analytics, and process controls

* The candidate is required to have a Bachelor's degree with relevant financial services industry experience. Completion of or progress toward CFA or a graduatedegree related to finance or management would be a plus.
* Experience working with an OTC derivatives platform (e.g., Calypso, Murex, Summit, FinCad) is required. Familiarity with third-party derivative valuation providers such as Bloomberg, Numerix, PRISM.
* Understanding of valuation models including internal and external calculation libraries and use of analytics in investment process
* Demonstrated quantitative data skills in areas such as statistics and financial analysis are preferred.

* Exhibits a proactivenatureand approach to learning, problem identification and problem resolution

* Thoroughness, attention to detail and the ability to think and work independently and within a team environment
* Strong organizational, prioritization and multi-tasking skills
* Strong problem solving skills
* Quick learner with ability to apply business and industry knowledge
* Good written, oral, and interpersonal skills
* Ability to thrive in a fast-pace work environment



As a leader in the Security Analytics Data team, the Derivatives Analytics Data Manager will be responsible for oversight of valuations and analytics for OTC derivatives and the review of market data (e.g., yield curves, volatilities) to support them. The ideal candidate is highly knowledgeable regarding the production and use of both fixed income and equity analytics related to derivatives including valuation and market sensitivities. The person is detail oriented, has a strong sense of responsibility, works collaboratively with other functions as well as taking ownership of his/her own function, and is knowledgeable of different systems tools and workflows to analyze and control data.


Specific responsibilities include:

* Coach Analytics Data Analysts to develop a balanced and controlled process to create high quality valuations and analytics data that are used in the investment process
* Foster development of a strong team through hiring and professional development of analysts
* Oversee the daily workflows and ensure the control environment and client service are maintained over time
* Spearhead the continuous assessment of system capabilities systems development, workflows and outsourcing opportunities
* Engage with internal investment teams, IT and external analytics providers to ensure correct application of models to different classes of investments
* Timely, accurate, and thorough support of complex and routine inquiries related to OTC derivative valuations and analytics
* Identification, ownership, and resolution of business and systems issues through interaction with IT, data vendors, brokers, and internal clients