Senior FI Analytics Specialist recruitment
This new senior role specifically includes the management of the performance attribution process, alongside dynamically managing the strengthening of the risk and attribution function by improving techniques, managing resources and making recommendations for technology upgrades. The successful candidate will have a deep understanding of Fixed Income alpha-generating techniques and portfolio construction including derivative instrument risk characteristics and pricing.
The role will report to the Head of Fixed Income Analytics and have close interaction with Portfolio Managers (including representing the department at weekly team meetings), the CIOs and the Investment Directors. The successful candidate will also work closely with the Oversight Risk team; for example in relation to setting and monitoring derivatives limits and will also be expected to undertake a variety of ad hoc projects.
Job Description:
• Ensuring that all parts of the attribution process runs smoothly and work is balanced across the team
• Management of the team priorities alongside the Head of Fixed Income Analytics (Two Analysts + 1 Junior Analyst)
• Managing the department’s relationships with external and internal customers
• Working with the Fixed Income team to understand and meet their requirements, especially as they evolve (e.g. strategy based portfolio analysis)
• Responding to ad hoc requests regarding risk and attribution from PMs and the Product Team
• Working closely with technology to ensure that the system capabilities are efficient and constantly improving
• Working closely with other teams that supply inputs to the department
• Working closely with teams that rely on the output from the process, including internal managers, client service teams and others to meet their ever-evolving needs
• Development of a set of enhanced portfolio analytics alongside the Head of FI Analytics and the Quantitative Research Team