09 Oct
Joseph Harry
London
Job description
Attribution Analyst (Fixed Ie Product Owner Manager Attribution Bonds Credit Rates Bloomberg PORT GRM Front Office Trading Risk SQL Python Asset Manager Investment Management Asset Manager Finance Financial Services Buy Side Hedge Fund) required by our asset management client in London.
Attribution Analyst (Fixed Ie Product Owner Manager Attribution Bonds Credit Rates Bloomberg PORT GRM Front Office Trading Risk SQL Python Asset Manager Investment Management Asset Manager Finance Financial Services Buy Side Hedge Fund) required by our asset management client in London.
You MUST have the following :
- An excellent knowledge of fixed ie within the buy-side
- An advanced understanding of fixed ie attribution and attribution strategies
- A good understanding or PORT and therefore the GRM
- Strong experience working with front office stack holders such as portfolio managers, risk and credit analysts
The following is DESIRABLE, not essential :
- Experience working with in-house built fixed ie attribution systems
- SQL and Python
Role : Attribution Analyst (Fixed Ie Product Owner Manager Attribution Bonds Credit Rates Bloomberg PORT GRM Front Office Trading Risk SQL Python Asset Manager Investment Management Asset Manager Finance Financial Services Buy Side Hedge Fund) required by our asset management client in London.
You will join a team of 8 that is dedicated to the in-house-built fixed ie attribution system of thepany. It covers trade-tagging, Brinson modelling and factor-based attribution strategies.
Your primary role will be to collaborate with the engineering manager, the credit analyst team, risk and the portfolio managers to further build out and detail the existing three-year road-map for the product.
This will include progressing the trade-tagging product to generate data and further evolving the factor-based system. This product ownership or management will be 80-85% of your role.
15-20% will be working with Bloomberg on data quality around GRM and BHPA data from PORT, although this % will decline as you and the team work to automate this process.
Ultimately, it should reach about 5%.
This is an excellent opportunity to exercise your fixed ie attribution knowledge in collaboration with technology, portfolio management, risk, research and analytics.
This is a high-performing team with weekly releases and an excellent reputation.
Duration : 6 - 12 months
Rate : £600-750 / day
Job ID ATT