Milwaukee, Wisconsin, United States
Develop applications and reports related to fixed income portfolio management, including but not limited to portfolio performance, characteristics, attribution, trade simulation, scenario analysis, and projected cash flows.
-Manage a team of product developers responsible for the development of financial applications and reports related to fixed income & derivatives portfolio management -Co-wrote the white paper on FactSet's fixed income performance attribution model -Support performance attribution models decomposing both absolute and relative performance for multiple asset classes -Analyze and explain analytics for fixed income, interest rate, credit, equity, and currency derivatives -Respond to daily inquiries from clients and sales team related to portfolio performance, characteristics, scenario analysis, projected cash flows, and attribution. -Meet quarterly with global fixed income sales managers to discuss market trends and upcoming application enhancements -Present to internal and external groups on our current product offering and development roadmap
• Underwrote loans – prepared cash flow statements, created collateral grids and performed due diligence on the borrower • Reported loan covenant violations – analyzed companies’ financial statements, examined accounting ratios, alerted lenders when a company was in violation of a covenant • Stress tested real estate portfolio – created spreadsheets and diagrams detailing debt service coverage and loan-to-value depending on prevailing cap rates and interest rates for over 200 real estate credits