Senior Fixed Income Performance Analyst

Description

Our client is one of the largest Asset Managers in the world with a long and successful presence in London. They invest across a diverse range of asset classes, and this role would be analysing fixed income funds to identify key performance drivers.

Responsibilities:

• Perform attribution analysis across a range of fixed income strategies
• Work closely with Portfolio Managers providing portfolio analysis queries and attribution request
• Identify key performance drivers and providing this information to senior stakeholders
• Calculate ex-post Tracking Error, Information Ratio, Volatility and Sharpe Ratios and portfolio characteristics analysis
• Provide in-depth reports to product specialist, sales and marketing teams

Candidate requirements:

• Minimum of 5 years experience in performance analysis
• Strong working knowledge of fixed income instruments
• Advanced Excel and VBA programming preferable
• CIPM or CFA qualification advantageous
• Working knowledge of Bloomberg Port
• Strong interpersonal skills

“Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age”