PORTFOLIO ASSISTANT INFLATION LINKED TEAM
In the U.S. we have offices in Boston, Chicago, New Jersey and New York. FFTW is the global fixed income provider for BNP Paribas Investment Partners. We have an excellent career opportunity for a Portfolio Assistant in our New York office. Individual will assist team with daily administrative and reporting tasks. The Inflation-linked Debt Team is responsible for alpha generation, portfolio management, risk management, analytics and all aspects of trading, including dealing, security set-up, trade allocation, trade entry and PL monitoring. Individual will report to the Head of the Interest Rates Team.
Specific Responsibilities:
- Responsible for cash management and repo funding of portfolios.
- Run and book trades in PRISM for Portfolio Managers.
- Maintain PL and attribution spreadsheet.
- Run daily exposure spreadsheets and highlight significant differentials between portfolios.
- Responsible for month-end index-rebalancing calculations.
- Liaise with PRISM support and IT to resolve benchmark / security problems.
- Monitor compliance breaches / issues.
- Assist in portfolio start-ups.
- Monitor progress on ISDAs, CSAs, etc. on a portfolio by portfolio basis and address Legal and Back Office requests.
- Collect daily dealer axes in Inflation Linked markets.
- Develop, automate and maintain a formalized linkers chartpack for the team.
- Assist in the development of new on-the-desk models (such as house-rental and food price models for US CPI).
- Assist in updating and drafting client reporting and marketing material.
- Execute minor portfolio rebalancing operations.
Ideal Personal Profile:
- Analytical skills: Identifies all aspects on a subject and examines them in a critical way to construct a broad point of view. Is driven by the desire to know more about things, people or events.
- Accuracy: Is constantly attentive to the precision and thoroughness of the information sent and to the quality of the work; ensures that errors are minimized.
- Organizational skills: Sets priorities, plans actions and methodically monitors their progress by coordinating activities and resources in the best way possible.
- Communication skills: Expresses his / her messages, both orally and in writing, in an effective, organized way which is appropriate to the audience being addressed.
- Teamwork: Knows how to work in a team and /or across teams, acts bearing common interests and respect for fellow team members in mind.
- Taking initiative: Works proactively and independently, implementing work processes, ideas and solutions, in situations where information is missing or wholly unusual.
- Results driven: Seeks to achieve the objectives set within the defined timeframe, by acting with tenacity and by balancing costs and benefits. Continuously seeks optimum performance.
Academic Background and Experience:
- Minimum of 3-5 years of relevant professional experience. Solid in-depth knowledge of Fixed Income portfolio management and middle office operations.
- Advanced computer skills in Excel, in depth macros and PRISM.
- Bachelor’s degree in Finance, Economics, Mathematics or related discipline.
To be considered for this opportunity, please submit your resume.
Equal Opportunity Employer.
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