Performance Analyst - Boutique Asset Management Firm

  • Excellent
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Non-disclosed
  • 20 janv. 18 2018-01-20

My client , a top boutique Asset Management firm, mainly equity focused, is looking to hire a performance analyst with excellent SQL and VBA experience.

Objectives of Role

To provide accurate data and analysis of the investment performance and trading activities of the Funds and segregated mandates.

 

Role and Responsibilities

  • Calculation of performance and other portfolio related statistics, e.g. volatility, drawdown, stock turnover, active risk, peer comparison
  • Performance attribution
    • Ensuring data generated by in-house system is correct 
    • Verifying third party calculated performance analysis 
    • Complete the integration of a third party attribution provider
  • Assisting client services team department with production of marketing documentation (factsheets, RFPs) and client data requests
  • Assisting fund managers with analysis tasks (cleaning data, back testing ideas)

 

Person Specification

  • Experience in a similar role
  • Ability to perform time series and cross-sectional analysis on large data sets
  • Advanced Excel and experience of manipulating time series of data
  • SQL knowledge to enable interrogation of raw data
  • Communication skills – ability to explain complex statistics/methodologies in simple terms
  • Knowledge of data vendors such as MSCI, Bloomberg and Thomson Reuters Worldscope
  • Excellent mathematical skills

If you think that this role suits you then please send your CV and we can have a chat, please be aware that SQL and VBA is essential.