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Performance Analyst, Performance & Risk, Investment & Performance Repo
Eingestellt von Ifftner Solutions
Gesuchte Skills: Client, Vba
Projektbeschreibung
Our client an Asset Manager/Custody client require a Performance Analyst for an initial 6 month contract based in London. The role is to work within the Performance & risk team providing core performance measurement, equity attribution, multi-asset attribution and ex-post risk analysis services.
Skills required:
- Experience working within performance measurement and attribution calculation and reporting function, with direct fund manager/client contact with within an asset management/securities services context
- Practical understanding of core performance methodologies (eg daily time weighted returns, modified dietz, IRR, unit price) & attribution methodologies (eg Brinson, arithmetic v geometric models)
- Practical understanding of ex-post risk statistics such as tracking errors, sharpe ratios, Alpha, beta, volatility etc.
- Practical understanding of multiple instrument types, including derivatives and how they should be treated within performance measurement
- Practical experience of explaining performance and attribution results to clients (internal and external)
- Required: Investment Management Certificate (IMC), Certified in Investment Performance Measurement (CIPM), or Chartered Financial Analyst (CFA)
Desirable: - - Appreciation of GIPS and its application within the investment industry
- Practical experience of calculating composite benchmarks, hedge benchmarks, drifting and rebasing weights
- Experience in supporting the investment process for Equity, Fixed Income, Derivatives, or Money Markets products
- Excel VBA skills and or Access database experience
Key Responsibilities
- Deliver highly accurate and timely reporting to clients
- Efficient resolution of data quality issues
- Demonstrate a consistently high level of client service
Projektdetails
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Einsatzort:
London, Vereinigtes Königreich
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Projektbeginn:
asap
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Projektdauer:
6 months
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung