Manager, Derivative Analytics and Valuations

Wellington Management Company, LLP
Boston, USA
May 11, 2019
Jun 06, 2019
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.

As a leader in the Security Analytics Data team, the Manager, Derivative Analytics and Valuations will be responsible for oversight of valuations and analytics data for OTC derivatives and for the review of market data (e.g., yield curves, volatilities) to support those valuation and analytics. 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 while also taking ownership of his/her own function, and is knowledgeable of different systems, tools, and workflows to analyze and control data.

  • 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: demonstrated responsibility for the oversight and development of both the people and the function in which they work.
  • This individual will work closely on projects and initiatives with IT to define and implement changes to the processes used for the function.
  • This individual will also work with other Portfolio Services functions to support, streamline and mitigate risks through the investment process.

RESPONSIBILITIES Primary responsibilities:
  • Coach Analysts to develop a balanced and controlled process to create high quality valuations and analytics data that is 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 successful candidate for this position should bring:
  • Experience working with an OTC derivatives platform (e.g., Calypso, Murex, Summit, FinCad) and 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.
  • 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 skills in the areas of: problem-solving, organization, prioritization, multi-tasking, oral and written communication, and interpersonal interactions.
  • The ability learn quickly and apply business and industry knowledge.
  • Ability to thrive in a fast-pace work environment.
  • 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.

Manager, Derivative Analytics and Valuations

Portfolio Services

100 Federal Street

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 .