Barclays Global Investors (BGI) is one of the world’s
largest Fixed Income asset managers providing hedge fund products as well as
total return on long only strategies. For 35 years, BGI has been at the
forefront of developing innovative investment ideas, applying science and
technology to the investment process. Headquartered in San Francisco and named
one of the SF Business Times' ''Best Places to Work in the Bay Area 2007, ''
the Barclays PLC subsidiary employs over 3,500 people globally and manages $2
trillion in assets.
The Structural Analyst will be a member of US Fixed Income
Advanced Active Investments team responsible for generating superior
performance in active and index securitized credit portfolios. The position
will be responsible for investment analysis, purchasing decisions and portfolio
surveillance across multiple funds.
• Actively enhance returns in securitized
credit funds by developing and structuring investment recommendations in
• Work with the quantitative research team
to improve and update BGI proprietary credit models.
• Develop and implement bespoke structuring
and analytical architecture for ad hoc investment analysis.
• Support the implementation of the credit
process, including active participation in daily and weekly credit meetings.
• Help to develop desk credit and market
risk monitoring tools that are intuitive and optimize alpha at lowest possible
• At least 5 years of experience in
securitized credit structuring and trading.
• In-depth understanding of capital
structure, cash flow modeling, simulation analysis and market convention for
fixed and floating rate securities.
• Knowledge of credit risk management,
including tools and strategies to manage idiosyncratic, industry, systematic
and interest rate risks.
• Willingness to learn the BGI quantitative
research framework a must.
• Ability to prioritize demands from several
portfolio mandates in a fast-paced and intellectually demanding work
• General understanding of fixed income
instruments, capital markets, hedging and derivatives.
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