Hedge Fund Data Analyst

  • competitive bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • Black Swan Group
  • 24 Nov 17 2017-11-24

A highly sucessful and multi strategy hedge fund is currently hiring for a Pricing and Data Analyst. The role has a large Business Anlayst element to it dealing with large Data sets on a daily basis and very close contact with Portfolio Managers and Traders.

A highly successful and multi strategy hedge fund is currently hiring for a Pricing and Data Analyst.

The role of the Pricing and Data Analyst is analytical by nature and requires someone who is numerically astute, technically sound and enjoys using excel (SQL/VBA) to analyse and interpret large data sets.

The duties are diverse and involve a range of analytical duties directly supporting the front office investment desk (Portfolio Managers and Traders) throughout multiple times of the day.

Key duties involve pricing of both vanilla and exotic asset classes to include but not limited to Equities, Fixed Income, Loans and Derivatives. As well as pricing said asset classes the successful incumbent will also analyze said prices, provide commentary on price changes, anomalies, exceptions and changes to prices to the Portfolio Managers each morning.

Twinned with the process of pricing the securities will include calculation and analyzing the valuations of Portfolio Managers positions, reconciling and investigating any discrepancies with external vendors and market data providers such as Bloomberg, Markit or RIMES and identifying new control points and demonstrating awareness of potential operational risk.

The data management aspect will also involve the creation and maintenance of security data in systems such as Simcorp Dimension, Charles River and Wall Street Office.

Naturally this role will deal with large data sets on a daily basis. VBA, SQL, R and Python are currently used by the team to automate data and build reconciliation tools in order to mitigate risk and increase efficiency.

The Pricing and Data piece to this role should not be viewed exclusively. There will be a large Project and Business Analysis part to this role. This particular team is impacted directly by current Change Projects across the fund as well as future Projects in queue. Projects range across regulation change such as MiFID II, GDPR, EMIR and Brexit as well as system upgrades such as Charles River and Simcorp aligned with ongoing operational Change initiatives. There are also a number of internal projects running around dashboard design for portfolios and Power BI.

There is huge trajectory in this position. From inception the diverse nature of the role will keep the most ambitious of candidates engaged and motivated but trajectory to the front office, risk or sales/distribution (client facing) does exist. This is however achieved in a subtle way and over time, the candidate will need to perform in this role first as a priority.

The experience required for this role will be solid Pricing and Data experience, comfort with managing large data sets and strong SQL and VBA skills in order to analyse and automate data.

Technical Business Analysts with Data, VBA and SQL experience are also encouraged to apply.

The most successful of employees in this team have typically come from a data vendor or market data background.