The Portfolio Associate will work closely with the Portfolio Managers.
• Generating trades for flow hedging, cash management and restructurings
• Generating trade execution studies across a set of mandates or products in accordance with investment guidelines and benchmarks
• Portfolio summaries
• Portfolio monitoring
• Performance and attribution analysis in addition to other requested analytics
• Building of new reports for risk monitoring
• Monitoring client portfolio positioning versus client guidelines and internal risk limitations
• Re-balancing of portfolios to model/target weights
• Ensuring pre- and post-trade compliance for client mandates
• Working with traders to roll the firmwide EUREX Futures book and Interest Rate Swap book
• Advanced abilities with Excel and Bloomberg essential. Ability to program in one or more language(s) would be of advantage.
• Proficient in VBA, SQL, Python
o Able to write VBA macros
o Able to write queries with multiple levels
• Strong technical skills in Fixed Income
• Ability to interact and communicate flawlessly with experienced Portfolio Managers to articulate ideas and strategies clearly, both verbally and in writing
• Strong interpersonal skills and proven ability to build strong relationships with Portfolio Managers and across departments
• Ability to work collaboratively across the organization to resolve issues
• Outstanding analytical skills with strong problem solving skills
• Proven ability to operate efficiently in a high pressure environment and to deliver towards tight deadlines
• Degree in finance, economics, mathematics or other related quantitative/analytical field from a leading, accredited college or university or equivalent experience.