MassMutual

Fixed Income Investment Analyst

MassMutual

full-time

Posted on:

Origin:  • 🇺🇸 United States • Massachusetts

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Salary

💰 $124,800 - $163,800 per year

Job Level

SeniorLead

Tech Stack

PythonSQLVBA

About the role

  • Perform fixed income asset data curation and staging process for MassMutual’s general investment account asset models, influencing portfolio hedging
  • Validate accuracy of asset analytics, such as spread, yield and duration, and remedy any identified data issues
  • Collaborate with asset managers to implement a modeling approach for new fixed income investments
  • Communicate the monthly model results to internal stakeholders in Investment Management, Corporate Actuarial, Enterprise Risk Management and CFO
  • Continuously improving the new data curation system, by defining new requirements and performing user acceptance testing
  • Automate existing curation workflows to reduce manual touchpoints, increasing efficiency and accuracy
  • Contribute to regular Cash Flow Testing exercise through data cleaning and curation
  • Demonstrate GIA asset model completeness through data traceability and reconciliation to financial statements
  • Guide and mentor junior team members as a subject matter expert of the data curation system and methodologies

Requirements

  • Bachelor’s degree in computer science, engineering, math or related degree
  • 7+ years relevant work experience in investment management, ALM, or asset modeling
  • 5+ years of fixed income securities experience
  • 3+ years of programming experience in a language such as Python, VBA, or SQL
  • Master’s degree in computer science, engineering, math or related degree or certification (CFA, FSA, ASA) (ideal)
  • Expertise in fixed income, structured, and derivative instruments used for life insurance company asset and liability management (ideal)
  • Strong modeling and technical skillset (ideal)
  • Comfortable working with large datasets (ideal)
  • Experience writing requirements, bug reports, and performing user acceptance testing as part of an agile software development cycle (ideal)
  • Ability to prioritize multiple projects simultaneously (ideal)
  • Demonstrated knowledge of financial greeks (ideal)
  • Clear and concise written and verbal communication skills (ideal)