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Senior Fixed Income Performance Analyst

Information About This Job

Job Title: Senior Fixed Income Performance Analyst
Contract Type: Permanent
Location: London
Contact Name: Ben Kinley
Contact Email: Ben Kinley
Job Published: almost 2 years ago

Job Description

About The Role

Senior Fixed Income Performance Analyst with experience in Performance Measurement and Attribution Analysis. The individual will be primarily responsible for: a) analysis of LOIM Fixed Income strategies to identify key performance drivers (attribution, excess performance) providing in-depth reporting to investment managers, product specialist, sales and marketing teams; b) to continually enhance and develop Fixed Income analytical output of the team by ensuring systems, data feeds and reconciliation processes are relevant and optimised to continually provide superior service to our internal and external clients, and c) provide oversight and support to the production of LOIM proprietary Smart Beta Fixed Income benchmarks, working as part of the LOIM Index Oversight Committee


Key Responsibilities

  • Support the Head of Performance and Index in meeting overall functional objectives by delivering

  • Performance Analytics / Attribution

  • Produce monthly performance attribution reports / package for the investment teams;

  • Conduct performance deep dives to identify performance drivers for Senior Management revues;

  • Provide accurate and timely responses to portfolio analysis queries / attribution request for external client reporting/RFPs;

  • Calculate ex-post Tracking Error, Information Ratio, Volatility and Sharpe Ratios and Portfolio characteristics analysis;

  • Work closely with external vendors to continually enhance internal attribution reports and analytics;

  • Provide oversight and support to the production of LOIM proprietary Smart Beta Fixed Income benchmarks

  • Deep understanding of the fixed income asset class and instruments (understand how security level PnL is calculated, including complex derivatives);

  • Build strong working relations with investment managers and business support team across different offices / regions.

  • Work closely with our external third party providers to ensure accurate and timely daily/monthly performance data

  • Be seen as the fixed income performance subject matter expert at LOIM

  • Develop and Enhance Performance Processes

  • Understand transactional activity within an account and how it translates into performance;

  • Become a SME in underlying attribution systems, data feeds, conventions, rules, and attribution models;

  • Develop monthly reconciliation process to ensure accuracy in performance numbers in attribution systems;

  • Troubleshoot and provide answers on performance queries to internal and external interested parties;

  • Work closely with technology resources to enhance quality checks (using SQL, VBA as appropriate);

  • Establish and document defined processes, procedures, quality standards, quality thresholds and system conventions.

  • Project lead for the migration of fixed income attribution from Barclays POINT to Bloomberg


Skills and Experience

  • Degree, followed by appropriate market, relevant working experience

  • Proven experience in Performance Measurement and Performance Attribution Analysis

  • Proven experience in IT projects related to Performance Analysis, data feeds, UAT testing, and performance reconciliation

  • In-depth knowledge Fixed Income attribution model

  • Knowledge of Multi-Asset attribution model

  • Knowledge of Equity Brinson Attribution

  • Knowledge of Morningstar Direct database

  • Advanced / Expert in MS Excel skills

  • Working knowledge of Barclays Point Hybrid Attribution

  • Knowledge of Bloomberg terminal big plus (including Bloomberg APIs)

  • Knowledge of StatPro and GIPS composite management

  • Matlab knowledge

  • Fluent in English

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