Performance Attribution Analyst- (Equities and Fixed Income)

  • Negotiable
  • London, England, United Kingdom
  • Permanent, Full time
  • Nomura Asset Management
  • 17 Oct 17 2017-10-17

Performance Attribution Analyst (Equities/ Fixed Income)

Main Duties and Responsibilities:

  • Daily and monthly calculation of performance returns.

  • Providing full attribution analysis to portfolio managers, explaining any differences between portfolio and benchmark returns.

  • Provide other data as required by portfolio managers allowing them to approve the performance returns.

  • Ensuring all performance data required for scheduled reporting is calculated accurately to meet external client reporting deadlines.

  • Providing accurate performance related data to senior management to help identify performance trends.

  • Project involvement, especially including efficiency drivers and identifying areas of automation.

  • Liaising with external data vendors to discuss and resolve any issues.

  • Creation and monitoring of internally used indices/benchmarks, used where a fund's performance cannot be measured against a traditional index or benchmark due to the composition of assets within the fund.

Skills & Experience:

  • Knowledge of Factset highly desirable. Knowledge of other systems (e.g. Barclays Point, UBS Delta, Bloomberg Port) advantageous.

  • Thorough understanding of performance calculations and methodologies.

  • Attribution knowledge for equities and fixed income is essential; knowledge of other asset types (e.g. Derivatives) is advantageous.

  • Attention to detail essential.

  • Excellent planning and organisational skills are essential to ensure timely delivery of scheduled standard tasks, but capacity to maintain flexibility to meet changing business priorities such as revised deadlines or involvement in new projects.

  • Ability to communicate clearly at all levels to both internal and external parties.

  • Proven understanding of asset management terminology.

  • Strong problem-solving and analytical skills to interrogate portfolio data to identify and attribute differences in performance returns.

  • Ability to quickly understand new systems, both in-house and market-supplied systems.

  • Interpreting and articulating investment performance, attribution and ex-post risk results for a diverse range of portfolios to clients.

  • Ability to get other departments to deliver with the tenacity to follow up on outstanding actions.

  • Understanding of performance and attribution product trends, including models and GIPS®

  • Self-driven desire to continually review and improve personal and team skills.

  • Excellent PC literacy required with strong knowledge of MS-Excel.