Overview
Hybrid
Depends on Experience
Full Time
Skills
Fixed Income
Front Office
Investments
Asset Management
Pricing
Securities
Bonds
Bloomberg
Data Analysis
Data Management
Data Modeling
Data Structure
Data Warehouse
Database
Database Design
Extraction
Microsoft SQL Server
OLTP
PL/SQL
SQL
Scripting
Snow Flake Schema
Python
Pandas
NumPy
JavaScript
Stored Procedures
Amazon Web Services
Amazon RDS
Analytical Skill
OLAP
Mathematics
Computer Science
Computational Finance
Attention To Detail
Collaboration
Communication
Customer Service
Management
Prism
Analytics
SAP FI
Job Details
Position Overview:
We are seeking a motivated and detail-oriented Senior Developer with a strong background in fixed income analytics to join our team. The ideal candidate will have recent asset management hands-on experience with fixed income securities & analytics, portfolio characteristics and FI benchmarks. Proficiency in SQL and database design is a must and a basic ability to develop scripts in Python.
Key Responsibilities:
System Development & Maintenance:
- Develop and maintain a data warehouse (PRISM) focused on buy side investment data domains (security master, holdings, portfolios, transactions, benchmarks)
- Transition and continue to enhance a Fixed Income investments datastore focused on portfolio characteristics and breakdowns, aggregate performance and attribution data and portfolio vs benchmark comparisons used by investments and client service departments.
- Develop and maintain data scripts focused on data capture, transformation and extraction.
- Develop APIs to expose data.
Analytics & Data Management:
- Understand, analyze and develop data structures to fully support the security and portfolio level data captured or calculated by our systems and ensure it is made available to Investments Technology or direct end users.
- Help ensure data accuracy, consistency, and availability across enterprise data platforms.
Qualifications:
Education & Experience:
- At least a bachelor's degree in computer science, Financial Engineering, Mathematics, or a related field.
- 8 + years of experience as a developer on a front office or central data team supporting the data domains referenced above.
Technical Skills:
Must Have
- Strong experience as a Database Developer utilizing SQL Server SQL/PLSQL.
- Strong experience with Data Warehousing OLTP, OLAP, Dimension, Facts, Data Modeling.
- Experience in Python building data scripts, including reading, transforming, and writing datasets. (not advanced data modeling such as NumPy or Pandas)
Nice To Have
- Strong Nice-to-Haves will not compensate for weak Must Haves
- Experience with scripting languages in Snowflake, including SQL Stored Procedures, JavaScript Stored Procedures, and Python UDFs.
- Familiarity with parsing or using Bloomberg data license/bulk data feeds
- Familiarity with AWS data services (RDS, Aurora) or server-less (AWS Glue, Lambda)
Fixed Income Knowledge:
- Solid understanding of fixed income securities (corporate bonds, securitized bonds, municipal bonds) and related analytic concepts (pricing, duration, yield, credit rating, spread)
- Familiarity with concepts of retail vs institutional accounts; different FI strategies such as Core, Core+, Short Duration, Investment Grade and High Yield products, etc.
- Some experience with portfolio performance measurement and FI attribution is a plus.
Soft Skills:
- Strong proactive analytical skills with a keen attention to detail given the importance of data accuracy
- Strong communication and collaboration skills to work with cross-functional teams and talk to end users
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.