Derivatives Analytics Data Analyst

Wellington Management Company, LLP
London, United Kingdom
Oct 13, 2017
Oct 17, 2017
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

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.


The Company

Tracing our roots to 1928, Wellington Management Company, LLP is one of the world's largest independent investment management firms. With US$1,021 billion in assets under management as of 30 June 2017, we serve as a trusted adviser to institutional clients and mutual fund sponsors in over 50 countries. Our innovative investment solutions are built on the strength of proprietary, independent research and span nearly all segments of the global capital markets, including equity, fixed income, multi-asset, and alternative strategies. As a private partnership whose sole business is investment management, our long-term views and interests are aligned with those of our clients. We are committed to attracting a talented and diverse workforce, and to fostering an open, collaborative culture of inclusivity because we believe multiple perspectives lead to more informed investment and business decisions. As an Equal Opportunity Employer, we welcome people with diverse life experiences, fresh ideas, and specialized subject-matter expertise.


As a member of the Security Analytics Data team, the Derivatives Analytics Data Analyst will be responsible for determining valuations and analytics for OTC derivatives and the review of  market data (e.g., yield curves, volatilities) to support them. The preferred candidate is highly knowledgeable of OTC derivatives, is detail oriented, has a strong sense of responsibility, works well independently, and is knowledgeable of different systems tools and workflows. The Analyst will work closely with other members of Portfolio Data, Trading, Portfolio Management, and Information Technology to support the firm's use of OTC derivatives.


Responsibilities include:
  • Work closely within Portfolio Services and investment personnel to develop sound workflows and validations of OTC derivative data and valuations.
  • Execute daily valuation procedures to generate end of day prices for OTC Derivatives.
  • Execute daily validation procedures ensuring the integrity and consistency of various market data inputs, including yield curves, credit curves, and implied volatilities.
  • Identify, own, and resolve issues identified through analysis of exceptions.
  • Interact with trading, investors, and Information Technology to resolve pricing model and market data issues.
  • Review results of reconciliation of OTC derivative valuations vs counterparty valuations to understand differences and to support collateral dispute function.
  • Provide timely, accurate, and thorough support of internal and external clients' OTC valuation related inquiries.
  • Assist manager, team, and IT in the development of additional utilities needed to automate, control, validate, and research data issues in Calypso and Wellington Pricing Application.


The successful candidate for this position should have:  
  • A Bachelors degree and progression towards the CFA or other quantitative finance programme.  
  • Strong understanding of swaps, options and other OTC derivatives specifically related to derivatives and derivative curve structures.
  • Familiarity with standard valuation models and sources of data for a range of OTC derivatives.
  • A proactive nature and approach to learning, problem identification, and resolution. Desire to succeed and the ability to self-motivate.
  • The ability to be team focused with and to learn from and share knowledge with other Analysts.
  • Strong organisational, prioritisation, and multi-tasking skills.
  • The ability to think and act independently and thrive in a fast-pace work environment.
  • Thoroughness, attention to detail, and strong problem solving skills.
  • The ability to be a quick learner and able to apply business and industry knowledge.  
  • Good written, oral, and interpersonal skills.

WMIL is authorised and regulated in the UK by the Financial Conduct Authority (FCA). As a condition of employment, the successful candidate will be required to comply with all applicable requirements set out by the FCA, including in particular, the fitness and propriety requirements outlined by the FCA. WMIL is also supervised in a number of other jurisdictions relating to its investment management services and the successful candidate may also be required to comply with additional requirements.

Derivatives Analytics Data Analyst

Portfolio Services


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, gender expression, religion, creed, national origin, age, ancestry, disability (physical or mental), medical condition, citizenship, marital status, pregnancy, veteran or military status, genetic information or any other characteristic protected by applicable 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 .

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