STATIC DATA ANALYST

STATIC DATA ANALYST

Location: Mayfair, London

Salary: market rate

Context: The fund’s portfolio is invested in a broad range of instruments (futures, cash and derivatives products across primarily rates and FX).  As the firm expands into further asset classes this range will expand into more data- and process-intensive products. The new hire will be required to ensure the firm maintains ‘best-in-class’ static data and governance procedures.

The hire will:

• Be responsible for the master data setup for all the stakeholders in the firm. This will cover:
• Instrument-related / reference static data (e.g. equity, exchange-traded derivative contracts)
• Counterparty setup
• Internal trading book setup
• Other key operational static (e.g. holiday calendars, withholding tax rates, commission rates, dividend streams)

• Work with key stakeholders across the business to create, and maintain, single reference sources for each data type
• Investigate static requirements for new products
• Establish clear hierarchies for sourcing reference data, with appropriate articulation of the costs of doing so
• Work with the market data specialist to ensure a co-ordinated response to licensing challenges where overlap demands it
• Identify static data weaknesses and work to resolve on a tactical and strategic basis
• Keep abreast of product trends and alternative approaches, providing recommendations for the firm in relation to static data
• Anticipate evolving regulatory trends and the impact these have on static data, preparing enhancements for prioritisation
• Adapt to a changing environment and assist Operations in areas such as asset servicing, documentation and reconciliation/control

The person must have:

• Masters degree in a finance related discipline
• Minimum of 4 years relevant experience in financial services static data administration
• An excellent understanding of at least one of the following asset classes, and have had some exposure to at least one other:  Rates, FX, Equities
• Direct experience using quantitative valuation models, and familiarity with the inputs and functions of such models
• Solid understanding of ‘best-practice’ data governance, distribution and quality management principles
• Demonstrable experience of interaction with technology partners to achieve deliverables
• Customer orientation; anticipating the needs of internal customers (Front Office, Middle Office, Risk and Market Data) and working with them to prioritise competing requests
• Advanced excel skills (Pivots, Vlookup, Index Match etc.)
• Familiarity with Bloomberg’s products and services, including integration with Excel
• Familiarity with an Enterprise Data Management system such as Golden Source, PolarLake, Markit EDM etc. or a standalone Security/Product Master
• Experience with VBA

The person may have:

• Experience within the asset management industry specifically
• Experience with the Equities asset class, particularly on reflection of corporate action events and asset servicing
• Exposure with Calypso would be useful but not essential
• Experience with macros would be a plus

The person will demonstrate:

• Curiosity and an eye for detail that does not let inconsistent data pass without challenge
• High integrity and humility
• Good organisation and planning skills
• Good documentation skills, including writing policies and procedures and in analysing and presenting data 
• Must be a self-starter, pro-active and able to work with a minimum of supervision
• A willingness to adapt and learn additional functions
• Demonstrated drive for excellence, to include minimum 2i from Russell Group university or international equivalent

Closing date: 11 October 2017