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 longterm 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 worlds 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 multiasset and alternative strategies. As a private partnership whose sole business is investment management our longterm 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 todays investment challenges but you will build them in order to see reallife 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 consistencyof pricing data and analytics across multiple platforms along with the integrity andconsistency of various market data inputs including yield curves credit curves and impliedvolatilities
• Assist manager team and IT in the development of additional utilities needed to automatecontrol validate and research data issues across derivative and analytics data platforms toincrease productivity develop scalability improve data quality and augment controls
• Engage with internal and external pricing and analytics providers to resolve issues andensure best sourcing of data from preferred vendors
• Timely accurate and thorough support of complex and routine inquiries initiated byportfolio 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 orother quantitative finance program preferred
• Strong understanding of various OTC derivatives products and strategies including: CDSIRS Swaptions CDS Index Options Basis Swaps PutCall Parity Volatility Greeks Black Scholes Normal vs. Lognormal Vols Forward Rates Bootstrapping / Curve Stripping
• Strong understanding of various Fixed Income products including ABS MBS CMBSEmerging Market Debt currency analysis highyield and investment grade debt sovereigndebt
• 2 years experience specifically related to derivatives fixed income analytics and cash flowanalysis (including zero rates spot rates par rates discounting duration yield/spreadanalysis OAS zspread)
• Skilled in the use of SQL VBA Python R or other programming languages

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Not sure you meet 100 of our qualifications Thats 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 considers all qualified applicants will receive 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 .

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: