Quantitative Analyst Junior Portfolio Manager, State Street Global Advisors, AVP

State Street Corporation
London, United Kingdom
Nov 15, 2022
Dec 01, 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
We are looking for a Quantitative Analyst Junior Portfolio Manager to join the Fixed Income Investment Portfolio Construction Team within State Street Global Advisors (SSGA) in London. You will join a dynamic, successful and collaborative team of investment professionals, responsible for SSGA's fixed income portfolios and bringing market-leading solutions to our clients. The Global Fixed Income team constitutes of over 110 investment professionals in seven global locations. The global team manages $1trillion in active and indexed fixed income, cash and currency mandates across a broad spectrum of products on behalf of a wide range of clients.

Based in London, you will be focused on elevating scalability and efficiency of the investment process for a broad range of fixed income strategies: Rates, Credit and Emerging Markets. Employing advanced data management techniques and quantitative models, you will be a part of a dynamic and collaborative team focused on advancements in systematic security selection, automation of portfolio construction and incorporation of real-time liquidity signals. The broad range of SSGA's fixed income strategies would provide opportunity to engage in management of systematic active, index and multi-factor ESG funds. This is a demanding role that would be a very good match for someone who strives for intellectual challenges, comfortable focusing on a broad range of projects and enjoys delivering practical quantitative solutions.

What you will be responsible for:
  • A significant focus of the role will be on evolution of the investment process, participation in project work, and development and implementation of advanced investment solutions:
  • Systematic Portfolio Construction:
    • Integration of advanced optimization algorithms into the Fixed Income portfolio management processes to improve efficiency and quality of portfolio construction
    • SPDR ETF basketing process automation
    • Development and Enhancement of existing code base
  • Product development:
    • Development and maintenance of ESG strategies
    • Enhancements of Risk models
    • Custom attribution of performance and risk analytics of Fixed Income portfolios
  • Quantitative Research:
    • Incorporation and attribution of ESG factors into the portfolio management process, impact minimisation on portfolio risk and return profiles
    • Development of statistical tools and back test engines to advance portfolio construction
    • Research, development and integration of proprietary Security Selection, Asset Allocation and Liquidity factors

Required Skills and Qualifications:
  • Bachelor's Degree with a strong quantitative background: finance, math or physics is a must
  • Excellent knowledge of probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
  • Extensive knowledge of optimisation techniques and mathematical models behind it
  • Practical advanced knowledge of programming with experience in building solutions using Python, R and SQL.
  • Strong understanding of financial theory, knowledge of Fixed Income instruments, derivatives, and asset allocation
  • Very strong analytical and problem-solving abilities complemented by effective multi-tasking and prioritization skills
  • Questioning nature, ability to constructively challenge status quo, ask right questions and demonstrate solution focused mindset
  • Ability to influence across siloes and establish effective collaboration with key partners

Preferred Skills and Qualifications:
  • Knowledge of object-oriented programming, python or R is a plus.
  • Machine Learning or AI knowledge, cloud technology a plus.
  • SQL Server, MySql or other database experience.
  • Familiarity with Github, Bitbucket is a plus.

State Street Global Advisors is one of the industry's largest institutional asset managers is the investment management arm of State Street Bank and Trust Company, a wholly owned subsidiary of State Street Corporation a leading provider of financial services to institutional investors.

We employ a diverse group of investment professionals worldwide. As an organization we are committed to corporate social responsibility. Active engagement with our communities around the world both as a partner and a leader is a fundamental value at State Street.
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