Responsibilities Provide in depth Quantitativeinvestment analytics amd performance and attribution analytics, Monitor currency and credit risk exposures Work closely with internal business functions, such trading, credit research, risk and and client management Produce monthly and quarterly performance attribution analysis market to understand the key drivers of performance and portfolio positioning. Assist with operational build out of reporting processes Improve and analytics systems and efficiencies acting as the analytics and problem solving base for different areas of the business,and assisting with any project work or ad hoc requests.
Requirements University degree; Studies within Mathematics/Quantitative field is preferred. CFA or Masters in Finance, Mathematics or Quantitative field Minimum 3-5 years experience in Fixed income analytics Understanding of reporting and risk metrics Strong quantitative skills with proven project experience. Experience with Python/VBA/SQL Understanding of fixed income attribution and drivers of performance in the fixed income space. Strong attention to detail.
