Senior Performance and Attribution Analyst - Asset Management
Core
Deliver performance measurement, attribution analysis, and investment analytics to support investment decision-making and client reporting for quantitative and active investment products.
Role type
Senior IC performance and attribution analyst
Builds
Performance measurement reports, attribution analyses, and scalable analytics solutions for portfolio managers and clients
Domain
Asset Management / Quantitative Investing
Deliverable
production ML models | dashboards & analysis
Required skills
Brinson-Fachler attribution, factor-based attribution, portfolio risk concepts, asset allocation, data analysis, data visualization
Preferred skills
Python, R, SQL, scalable reporting solutions, data pipelines
Technologies
BlackRock Aladdin, FactSet, Microsoft Power BI, QlikView
Responsibilities
Provide performance measurement and attribution analysis for quantitative and active investment strategies; Analyse and deconstruct portfolio returns using Brinson-Fachler and factor-based methodologies; Partner with portfolio management teams to validate attribution outputs; Investigate data and process issues to implement sustainable solutions; Support digital transformation initiatives by designing scalable analytics solutions; Contribute to the strategic development of the performance measurement function
Seniority
Senior, hands-on IC