Portfolio Analytics, Analyst/Sr. Analyst - Markets
Federal Reserve Bank of New York
NY-New York City
Full-time / Part-time
The Portfolio Analytics (PA) staff within the Markets Group is currently seeking an Analyst/Senior Analyst to participate in a complex, multi-faceted project to implement a portfolio analysis and reporting system (SOMA
). This system will involve the development of a front-end application that enables analysts to easily view and analyze all aspects of the Federal Reserve’s domestic and foreign System Open Market Account portfolios, including the ability to forecast holdings and returns under different scenarios and analyze the Federal Reserve’s open market operations. The Analyst/Senior Analyst will also contribute to analysis of the SOMA portfolio and related policy matters through regular and ad-hoc reporting.
The ideal candidate will have a strong technical background, including database knowledge, data visualization techniques, and programming experience. Strong interpersonal and communication skills as well as the ability to work independently and in a team environment are important qualifications. Experience in gathering business requirements and working with financial market and portfolio data is a plus.
- Develop a solid understanding of current portfolio and transactional data within Markets’ data warehouse and other systems. Serve as a key resource for data identification and integration on the SOMA
- Assist in developing Matlab models of portfolio and fixed income analytics for use in staff analysis and integration with SOMA
- Working with the Project Manager, be responsible for collecting business requirements and keeping them up-to-date in project management software tools
- Aid in the development of dashboards and tools which visualize and allow for analysis of key portfolio information
- Produce regular and ad-hoc reports on the SOMA foreign and domestic portfolios
- Assist senior staff members with ad-hoc projects related to the SOMA portfolio, particularly as it relates to data analysis and manipulation
The position requires access to FOMC information, which is limited to "Protected Individuals" as defined in the U.S. federal immigration law. Protected Individuals include, but are not limited to, U.S. citizens, U.S. nationals, u.S. permanent residents who are not yet eligible to apply for naturalization and U.S. permanent residents who have applied for naturalization within six months of being eligible to do so.
- Undergraduate degree in computer science, math, economics or a related discipline
- 1 – 2 years experience working with databases and producing quantitative analysis
- Demonstrated ability to manage and manipulate large, complex data sets using some or all of the following programs: programming experience in SQL and VBA, SAS, Matlab, Spotfire
- An understanding of fixed income products, specifically those held in the SOMA portfolio, and monetary policy implementation is desirable
- Knowledge of Sharepoint and project management software tools is a plus
- Experience working with business intelligence tools, such as Spotfire Strong attention to detail required
- Ability to complete assignments independently, sometimes under tight deadlines, and to manage multiple projects.