Performance Analyst – Intern recruitment
Description
Investment Performance Services in UK (IPS UK) is responsible for collecting performances figures calculated by State Street based on fund accounting data.
The responsible for Research and Development for IPS globally is putting in place new Performance Attribution models and is managing the evolution of tools servicing IPS performance analyst requirements.
1.Reporting to Performance Managers , your main responsibilities will be as follows:
• Put in place a control tool to check quality of Performance data produced by SSB by comparing data to Lipper and Morningstar.
• Put in place statistical controls on the quality of portfolio and benchmark return calculated by SSB using risk ratios
- Update the documentation of IPS process
- Reengineer to Visual Basic.net four MATLAB calculation modules for the Fixed Income Performance Attribution tool. In particular, this includes pricers (bond, inflation-linked, futures, swaps), principal component analysis, yield curves and return decomposition.
- Enhance the internal performance analyse engine.
3.What sort of profile are we looking for?
• Postgraduate degree (Bac +5) prior in mathematics or statistics
• Strong knowledge of Microsoft tools (Excel, Access), VBA, SQL (Matlab will be appreciate)
• Aptitude to communicate (and read) in English
• Proactive, team focussed, quantitative and research interest
• A first experience (internship) in middle or back office will be a plus
• Knowledge of cash and derivatives financial instruments
Duration: 6 to 12 months - from January 2011