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Senior analyst- performance attribution

Melbourne
Invartis Consulting
Posted: 14 September
Offer description

As part of the Technology group, we are seeking to hire a well experienced Techno functional Investment Performance Operations Analyst.


Responsibilities

* Responsible for production/review of accurate Customized Investment Risk & Attribution reports for EQ, FI, Balanced and multi-currency (Institutional) Portfolios within specified timescales.
* Responsible for calculation & reporting of Daily Exposure for Trading Reporting of various funds and asset class for the global clients.
* Preparing Returns, Attribution / Contribution analysis, Risk characteristics report of multi-asset (Derivatives, Equity, Fixed Income) multi-manager funds while creating and maintaining ad-hoc customized reports.
* Identify, highlight and rectify anomalies in Attribution, Risk numbers and provide proper justification. Communicate with other business areas to improve accuracy and reliability of Risk reporting. Returns & Risk numbers reconciliation for EQ, FI and Derivative products on a daily/monthly basis.
* Proactive research and provide insight on investment Risk, deviations from benchmark; asset allocation targets and portfolio movements to clients.
* Coordinate with data providers, colleagues and clients on issues relating to data quality and timeliness of data and the content of the reports.
* Data maintenance of various derivatives (e.g., Bond forward, Equity index option, IRS, CCS) and Fixed Income in the application on a monthly and daily basis.
* Ensuring documentation of policies, procedures and work processes and compliance with set procedures; handle any other assignments given by management.
* Work with other teams to identify business operational areas for improvement and propose action plans.
* Follow up with Business Analysts for planning new data acquisitions and providing the desired Risk Reporting solutions.


Qualifications / Knowledge & Experience

* 5+ years of experience with in-depth knowledge of EQ, FI and multi-Asset class portfolio Risk & Attribution reporting.
* Product knowledge of derivatives (e.g., Bond forward, Equity index option, IRS, CCS) and Fixed Income.
* Knowledge of Collateral/Liquidity management – e.g., Liquidity at risk (LAR), Collateral Ratios is a plus.
* Proficiency in Bloomberg, Aladdin, FactSet, GoldenSource, Eagle IBOR, MSTR and Microsoft Office applications, particularly advanced Excel skills.
* Strong knowledge of financial markets and various financial products (including performance analytics).
* Experience with databases, systems design and proficiency in VBA Macros, SQL for managing large data volumes and performance reports.


Seniority level

* Associate


Employment type

* Full-time


Job function

* Finance


Industries

* Investment Management
* Financial Services
* Banking

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