Job Description:

About Us

Wellington Management offers comprehensive investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk objectives of institutional clients in more than 60 countries, draw on a robust body of proprietary research and a collaborative culture that encourages independent thought and healthy debate. As a private partnership, we believe our ownership structure fosters a long-term view that aligns our perspectives with those of our clients.

About the Role

THE COMPANY
Tracing our roots to 1928, Wellington Management Company, LLP is one of the world's largest independent investment management firms. With over US$1 trillion in assets under management as of 30 June 2021, we serve as a trusted adviser to institutional clients and mutual fund sponsors in 65 countries. Our innovative investment solutions are built on the strength of proprietary, independent research and span nearly all segments of the global capital markets, including equity, fixed income, multi-asset, and alternative strategies. As a private partnership whose sole business is investment management, our long-term views and interests are aligned with those of our clients. We are committed to attracting a talented and diverse workforce, and to fostering an open, collaborative culture of inclusivity because we believe multiple perspectives lead to more informed investment and business decisions. At Wellington Management our appetite for technology is insatiable. We recognize that the world is full of fascinating questions that will impact the future of companies, economies, financial markets, and entire industries. We want you to help us find answers to these questions by building and evolving our innovative, industry leading, technology platform. We are seeking qualified candidates to join our evolving and expanding technology team. Together, you will not only dream up solutions to today's investment challenges, but you will build them in order to see real-life results

POSITION
As part the Derivative Valuation and Security Analytics Data team, the Val and Analytics Data Analyst will be responsible for the overall process related to pricing and analytic data (e.g. duration, delta) used as inputs to the investment process and the oversight and maintenance of market data (e.g., yield curves, volatilities) used in their production. The ideal candidate is highly knowledgeable regarding both OTC derivative valuation and fixed income analytics, is detail oriented, has a strong sense of responsibility, works well independently but also as part of a team, and is knowledgeable of different systems tools and workflows to analyze and control data. The Analyst will work closely with other members of Portfolio Data, Trading, Portfolio Management, and Information Technology

RESPONSIBILITIES
Primary responsibilities:

• Execute daily validation and remediation procedures, ensuring the integrity and consistency of pricing data and analytics across multiple platforms along with the integrity and consistency of various market data inputs, including yield curves, credit curves, and implied volatilities


• Assist manager, team, and IT in the development of additional utilities needed to automate, control, validate, and research data issues across derivative and analytics data platforms to increase productivity, develop scalability, improve data quality, and augment controls


• Engage with internal and external pricing and analytics providers to resolve issues and ensure best sourcing of data from preferred vendors


• Timely, accurate, and thorough support of complex and routine inquiries initiated by portfolio management, trading, performance, and client facing teams

QUALIFICATIONS
The qualifications of the successful candidate for this position are likely to include:

• College degree and three to five years of industry experience with progress toward a CFA or other quantitative finance program preferred


• Strong understanding of various OTC derivatives products and strategies including: CDS, IRS, Swaptions, CDS Index Options, Basis Swaps, Put-Call Parity, Volatility, Greeks, Black Scholes, Normal vs. Lognormal Vols, Forward Rates, Bootstrapping / Curve Stripping


• Strong understanding of various Fixed Income products including ABS, MBS, CMBS, Emerging Market Debt, currency analysis, high-yield and investment grade debt, sovereign debt


• 2 years experience specifically related to derivatives, fixed income analytics, and cash flow analysis (including zero rates, spot rates, par rates, discounting, duration, yield/spread analysis, OAS, z-spread)


• Skilled in the use of SQL, VBA, Python, R or other programming languages

Not sure you meet 100% of our qualifications? That's ok. If you believe that you could excel in this role, we encourage you to apply and welcome a chance to review your background. We are dedicated to building and maintaining a diversified workforce and considering a broad array of candidates with a variety of skill, workplace experiences, and backgrounds.

As an equal opportunity employer, Wellington Management ensures that all qualified applicants will receive equal consideration for employment without regard to race, color, sex, sexual orientation, gender identity, gender expression, religion, creed, national origin, age, ancestry, disability (physical or mental), medical condition, citizenship, marital status, pregnancy, veteran or military status, genetic information or any other characteristic protected by applicable law. If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at GMWTalentOperations@wellington.com.

At Wellington Management, our approach to compensation is designed to help us attract, inspire and retain the best talent in our industry. We strive to pay employees fairly and competitively across all levels and roles. Our approach to compensation considers all aspects of total compensation; all employees are eligible to receive salary, variable compensation, and benefits. The base salary range for this position is:

USD 65,000 - 150,000

This range takes into account the wide range of factors that are considered when making compensation decisions, including but not limited to skill sets; role; skills and experience; certifications; and education. This range is an estimate, and further details on salary and total compensation aspects will be shared with candidates during the recruitment process.

Base salary is only one component of Wellington's total compensation approach. Other rewards may include a discretionary Corporate Bonus and/ or Incentives, if eligible. In addition, we offer a comprehensive and high value benefit package to meet the unique needs of our employees and their families, and we are committed to fostering a flexible work environment that enables employees to thrive personally and professionally. Examples of our benefits include retirement plan, health and wellbeing, dental, vision, and pharmacy coverage, health savings account, flexible spending accounts and commuter program, employee assistance program, life and disability insurance, adoption assistance, back-up childcare, tuition/CFA reimbursement and paid time off (leave of absence, paid holidays, volunteer, sick and vacation time)

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