Derivative Analytics Data Manager

  • Competitive
  • Boston, MA, USA
  • Permanent, Full time
  • Wellington Management Company, LLP
  • 26 Sep 16

Derivative Analytics Data Manager

WELLINGTON MANAGEMENT

Wellington Management offers comprehensive investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk objectives of institutional clients in more than 50 countries, draw on a robust body of proprietary research and a collaborative culture that encourages independent thought and healthy debate. As a private partnership, we believe our ownership structure fosters a long-term view that aligns our perspectives with those of our clients.

POSITION
Keys to this position

  • 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 and the function in which they work.
  • This individual will work closely with IT to define and implement change changes to the processes used to through projects and initiatives.
  • This individual will also work with other Portfolio Services functions to support, streamline and mitigate risks through the investment process.


Position Overview 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.

Responsibilities
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


Qualifications
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 graduate degree 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 proactive nature and 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


JOB TITLE
Derivative Analytics Data Manager

JOB FAMILY
Portfolio Services

LOCATION
Boston

As an equal opportunity employer, Wellington Management considers all qualified applicants will receive consideration for employment without regard to race, color, sex, sexual orientation, gender identity, religion, national origin, age, ancestry, disability, citizenship, marital status, veteran status, genetic information or any other characteristic protected by law. If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at  Wellington@icareerhelp.com .