Algo Engineer - Fixed Income, Vice President
Job Number: 21-13102
Job Number: 21-13102
Eclaro is currently recruiting for an Algorithms Engineer for one of our financial services client in San Francisco, CA. This position is a direct hire with the client.
Eclaro’s client is a highly regarded investment services company that delivers investment management services including broker/dealer, banking, trust and insurance services. As a member of this team you will be working in a fast-paced agile development environment using the latest technologies to deliver quality solutions. If you’re up to the challenge, then take a chance at this rewarding opportunity!
- The Fixed Income Core PM team has responsibility for managing Client's Fixed Income portfolios, covering a wide variety of mandate types including systematic and fundamental funds, active and index funds, exchange traded funds and Fixed Income hedge funds.
- The team liaises closely with many areas of Fixed Income and is responsible for ensuring that Fixed Income portfolios are managed effectively and in a consistent and risk-controlled manner.
- The Core PM Architecture team are designing and developing portfolio construction algorithms to significantly increase automation and productivity across Core PM globally.
- They are also partnering with Technology teams to develop the core platform with which to deploy algorithms robustly at scale. Algorithms have already been successfully deployed which are event-based and automatically propose order lists that rebalance funds back to target.
- A key focus is developing algorithms and analytics to support the rapid growth of Fixed Income ETFs.
- A successful candidate will be familiar with management of a wide range of Fixed Income funds and have strong technology skills, allowing them to develop robust prototypes which make immediate improvements to the PM process.
- They will also have the communication skills to partner with both PM and Technology teams to guide the integration of these prototypes into the core Client production technology.
- Design efficient algorithms and optimizers to automate key portfolio construction processes
- Develop both prototypes and production tools
- Partner with PMs to integrate these tools into daily processes and continually refine them
- On occasion, undertake portfolio management activities to develop a deeper understanding of specific investment processes
- Partner with Client Technology teams to design and develop the core "Algo Platform
- Develop other desk tools to support the Core PM investment process.
- Partner with Client Technology teams to ensure existing applications continue to evolve to support Core PM needs
- Develop reporting methods & analytics on new tools to ensure improvements can be measured
- Strong quantitative background (at least BA/BS in Maths/Science/Engineering/related discipline).
- Strong programming skills in at least two of the following: Python, Visual Basic, R, MATLAB, Java, C++
- Experience of working as Portfolio Manager, either directly or alongside
- Working knowledge of Fixed Income markets
- Familiarity across a range of funds and investment styles (index/active, fundamental/quantitative)
- Excellent problem-solving skills and process-oriented approach
- Excellent teamwork and communication skills
- Knowledge of Client Aladdin tools beneficial
If interested, you may contact:
Tony Viterbo | LinkedIn
Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.