Assurant is hiring for an experienced front office role developing and managing fixed income analytic and trading systems. The individual will play a key role providing technology solutions that support market and security analysis, trading decisions, and portfolio analytics across Assurantâs investment portfolio and CLO platform.
The role will focus primarily on building proprietary tools and applications in fixed income asset classes and derivatives including CLOs, CMBS, agency/non-agency RMBS, and other structured products asset classes.
Work directly with portfolio managers and traders to understand business needs, develop project plans, and design, test, implement, and revise solutions in a fast-paced environment
Apply business knowledge in developing tools for CLO, CMBS, RMBS and other fixed income structured product analytics and cash flow modelling
Utilize essential technologies such as C++, Python, SQL, Scala, and VBA in agile software development
Develop big data solutions using Amazon AWS (RDS/Redshift, EMR/Spark, Kinesis)
Improve workflow, build new applications, and improve efficiencies
Integrate proprietary and third party data into portfolio management tools
Work with internal technology teams to test and deploy solutions
Additional ad hoc projects
Diploma / GED. Bachelor's degree is preferred
5+ years of relevant work experience in a database developer/designer or software engineer/developer role, (C++, Python, SQL, Scala, VB)
1+ years of experience in front office investment application development
1+ years of experience with fixed income structured products including CLO, CMBS, RMBS, and others
1+ years of experience with with industry tools such as Intex Calc and Intex API, Bloomberg, and Yieldbook or other fixed income analytic systems
Limited travel required
Bachelor's degree, preferably in computer science or information systems
Experience and knowledge of derivatives including CDS, swaps, swaptions, and options
Business knowledge of securitized product modeling, including collateral, cash flow, prepayment modeling, and risk measures
Amazon RDS/Redshift experience including database design and implementation experience
Visual Studio / .NET development experience
Advanced Microsoft Excel skills including advanced Visual Basic for Applications (VBA) skills
Experience with business intelligence (BI) tools
Experience working closely with investment professionals at all levels
CFA a plus
Proven project management skills.
Ability to work in a dynamic and faced paced environment.
Ability to work in a team but also understand instructions quickly and work independently.
Organizational skills and flexibility in handling multiple demands and changing priorities.
Ability to problem solve, provide new ideas and suggestions.
Excellent follow-up and follow-through skills.
Diagnose issues, mitigate risk and make recommendations toward process improvements
Aptitude in leadership
As a covered person of a registered investment advisor the position will require adherence to policies including, but not limited to, a code of ethics and personal trading policy.