Key Responsibilities
Product Strategy & Roadmap
· Define and execute the product strategy and roadmap for Fixed Income Reference Data products across Corporate Bonds, Government Bonds, US Municipal Bonds, Structured Finance (ABS, MBS, CLOs), and Structured Products (CDOs, ETNs).
· Stay informed about market trends, bond documentation, regulatory developments, and client needs to identify opportunities for innovation and growth.
· Prioritize product features and enhancements based on business value, asset class coverage gaps, and customer feedback.
· Identify deficiencies in the current product suite — such as missing data attributes, incomplete asset class coverage, or outdated market conventions — and propose actionable solutions.
Reference Data Management & Governance
· Own and maintain a comprehensive, accurate, and timely reference data repository covering all fixed income asset classes.
· Define, standardize, and govern data attributes including identifiers (ISIN, CUSIP, SEDOL, FIGI), ratings, coupon types, day count conventions, maturity profiles, seniority, collateral details, and regulatory flags.
· Establish and enforce data quality frameworks, validation rules, and exception management processes to ensure data integrity and completeness.
· Manage data sourcing relationships with vendors and internal teams to expand coverage and resolve data discrepancies.
· Oversee the full data lifecycle from ingestion and validation to distribution and archival.
Asset Class Coverage – Specific Responsibilities
· Corporate Bonds: Manage reference data for investment-grade and high-yield bonds, including callable/puttable structures, convertibles, floating rate notes (FRNs), and subordinated debt. Track Green, Social, Sustainability (GSS), and Sustainability-Linked Bond (SLB) classifications.
· Government Bonds: Maintain reference data for sovereign, sub-sovereign, supranational, and agency bonds across global markets, including inflation-linked securities (TIPS, linkers) and benchmark on-the-run/off-the-run designations.
· US Municipal Bonds: Handle GO bonds, revenue bonds, tax-exempt and taxable munis, pre-refunded bonds, and Build America Bonds (BABs), including MSRB compliance attributes.
· Structured Finance: Support ABS, MBS (agency and non-agency), CMBS, and CLO reference data, including tranche-level attributes, waterfall structures, pool characteristics, and prepayment conventions.
· Structured Products: Manage reference data for CDOs, ETNs, structured notes, and principal-protected products, including underlying reference assets and barrier/knock-in features.
Product Development & Stakeholder Engagement
· Collaborate with engineering, data operations, and design teams to develop and deliver high-quality data products and platform features.
· Define clear product requirements including data attributes, asset class coverage, delivery formats (APIs, flat files, cloud feeds), and SLA standards.
· Ensure timely delivery of data products that meet performance, accuracy, and quality benchmarks.
· Engage with clients to gather feedback, validate use cases, and ensure data offerings align with buy-side, sell-side, and risk management needs.
· Partner with quant, analytics, and front-office teams to ensure reference data supports pricing, risk, and compliance workflows.
Reporting & Metrics
· Define and track KPIs to measure data quality, coverage completeness, client satisfaction, and operational efficiency.
· Provide regular updates to senior management and stakeholders on product performance, market positioning, coverage gaps, and roadmap progress.
· Monitor data quality dashboards and escalate critical issues with resolution timelines.
Regulatory & Market Knowledge
· Stay current on global regulations impacting fixed income markets, including MiFID II, Basel III/IV, SFDR, SEC Rule 15c2-12 (Municipal Bonds), and Dodd-Frank.
· Ensure all reference data products comply with relevant regulatory requirements and industry standards (ANNA, GLEIF, ESMA).
· Monitor market developments including debt restructurings, sovereign debt crises, credit rating migrations, and index rebalancing events that impact reference data.
· Maintain awareness of ESG/sustainable finance frameworks (ICMA Green Bond Principles, EU Taxonomy) and reflect classifications in the data model.
Key Skills
· Deep expertise in fixed income markets, securities structures, and reference data attributes across all major asset classes.
· Strong knowledge of fixed income market conventions — day count (Act/360, Act/365, 30/360), business day rules, coupon frequency, settlement cycles — for global markets.
· Proficiency in data modelling for fixed income reference data, including relational data schemas and attribute hierarchies.
· Familiarity with identifiers and classification standards: ISIN, CUSIP, SEDOL, LEI, CFI codes, FIGI, and Bloomberg/Refinitiv tickers.
