Index Calculation Analyst (Accountant)

Reference Data Operations is aligned to the Chief Data Office (CDO) which is responsible for improving the quality, integrity and reliability of the firm’s critical data. The organization’s objectives are to explain the path that critical data follows, improve data quality, reduce ambiguity and inconsistent terminology, enhance transparency, rationalize the number of replicated data assets, and improve firmwide-sharing of information and best practices. The CDO serves as the governing body to create firmwide standards that drive consistent data management practices, develop technologies and processes to support data management processes, partner with lines of business and functional groups to embed data management best practices and capabilities, and ensure sustainability by refining, measuring, and improving the firm’s ability to manage data.

Description of role, functions and activities

Instrument Reference Data Ops is an operating unit center of excellence providing a global asset pricing service to multiple lines of business across Client as one of its three core offerings.

The Index Calculation Analyst will provide support in maintaining the quality of the Client's Global Fixed Income Flagship Benchmark Indices. This will include analyzing large data sets in excel to identify changes to the suite of passive rules-based bond indices for daily delivery to the client in NY. Additionally, the analyst will be responsible for daily price validation of fixed income instruments included in the indices, covering both developed and emerging markets. The team manages and runs the index calculation engine used for daily and monthly index operations, client reporting and publication generation.

Key Responsibilities and Skills:

· Daily validation of bond prices

· Work with pricing vendor and technology team to resolve issues and ensure production is successful.

· Generate and maintain month-end Index rebalance and composition reports by garnering information on new bond issuance and auction/buy-back activities.

· Complete all daily and monthly tasks within deadline.

· Resolve client queries promptly and professionally.

· Participate and present in internal monthly team meetings

· Escalate all issues promptly and effectively to supervisor

Qualifications:

· 1-3 years of experience in Fixed Income, Fund Valuation, Pricing or other related roles

· Demonstrate an understanding and interest in bonds/financial markets and products

· Knowledge of industry activities - particularly corporate actions, index benchmarking, stock markets and fixed income products

· Intermediate to Advanced MS Excel skills, including pivot tables and v-look ups

· Analytical/problem solving skills and attention to detail

· Self-motivated and proactive with the proven ability to work accurately and under pressure to meet deadlines

· Demonstrate ability to effectively communicate within a team environment and interact across departments

· Ability to work independently and multi-task in a fast paced environment

· Pricing vendor knowledge, i.e. Bloomberg, Reuters a plus

· Strong database/SQL knowledge a plus

· Demonstrate customer focus and follow-up skills

· Ability to work until 7PM EST and US holidays for global market close operations

· Bachelor degree with preference in Finance, Accounting, Economics, Mathematics, Computer Science, Engineering or related field.