Performance Measurement and Attribution Lead

ABOUT THE ROLE 

As the Performance Measurement and Attribution Lead you will play a critical role in ensuring the integrity transparency and strategic value of investment performance data across Constanter IO. This senior-level position sits at the intersection of investment analytics technology and risk and is instrumental in driving evidence-based decision-making throughout the investment process.

You will be responsible for the end-to-end design implementation and management of the global performance measurement and attribution framework - delivering insights that support both day-to-day portfolio management and long-term strategic asset allocation. Your work will span all investment strategies and asset classes and will directly influence how performance is evaluated interpreted and communicated within the IO and to its stakeholders.

This is not a purely technical role - it requires a high level of strategic thinking communication and leadership. You will work in close partnership with portfolio managers risk managers data engineers and operations professionals ensuring that performance insights are both analytically robust and operationally scalable. You will also be a key point of contact for senior leadership on matters related to performance analytics and attribution methodology.

In addition you will lead efforts to modernize and optimize our performance infrastructure. This includes selecting integrating and enhancing attribution systems establishing best-practice processes and ensuring that the underlying data architecture is accurate timely and fit for purpose. You will be responsible for embedding a consistent performance culture and methodology throughout the firm.

Ultimately your contributions will strengthen the credibility of performance reporting enhance the precision of investment insights and help ensure that the Investment Office remains at the forefront of performance analytics and attribution standards in an increasingly complex investment landscape.

In this role you will report to Head of Operations & Technology in the Investment Office. 

KEY RESPONSIBILITIES 

• Design implement and oversee a robust and scalable performance measurement framework across all portfolios and asset classes.
• Ensure accurate calculation of time-weighted and money-weighted returns cost-adjusted performance and benchmark-relative results
• Lead the development and enhancement of attribution models to isolate and quantify drivers of portfolio performance including cost-adjusted returns benchmark comparisons and detailed performance attribution analysis supporting investment decision-making.
• Collaborate with investment teams to interpret attribution outputs and support performance diagnostics and investment decision-making.

• Manage the implementation of performance attribution models assessing how various factors (asset allocation security selection currency exposure tilts hedges etc) impact portfolio returns; and collaborate with the investment teams to refine attribution models and provide insights.
• Work together with IT Operations and Data to ensure integration and optimization of performance measurement and attribution tooling; and ensure together an accurate consistent and clean set of performance data.
• Ensure that performance measurement methodologies comply with industry standards (e.g. GIPS CFA Standards) and establish and document policies procedures and controls to ensure consistency accuracy and auditability of performance reporting.
• Deliver high-quality timely performance reports and insights to internal and external stakeholders including senior management portfolio teams risk committees and clients.

Qualifications :

• Must be eligible to work in the Netherlands and willing to commute to our Amsterdam office.
• Masters degree in Econometrics Economics or a related field. 
• CFA CIPM or other relevant certifications are highly desirable.
• At 5 years of experience in performance measurement portfolio analytics or related fields within the financial services or investment management industry.
• Strong background in the use design and implementation of performance measurement systems and software.
• Proficient in performance attribution techniques return-based attribution and multi-factor models.
• Advanced knowledge of financial markets investment strategies and portfolio management.
• Strong quantitative and analytical skills with a deep understanding of statistical methods.
• Advanced skills in Python and SQL
• Superior analytical and problem-solving skills with demonstrated intellectual and analytical skills. 
• Ability to adapt to a dynamic complex environment and build effective relationships based on trust integrity consistency and pragmatism

Additional Information :

WHAT WE OFFER

By joining our team you will become part of this remarkable journey. You will work in a fun and highly dynamic environment and have the opportunity to collaborate with and learn from expert colleagues. Part of your role will be contributing to the best outcomes for the charitable entities investment strategies and their portfolios - and enhancing its responsible investing activities in support of our mission.  

• Full-time position (40 hours per week) 
• 31 vacation days
• 4 volunteering days
• We have our own pension fund (Provisum)
• Hybrid working opportunity: we have a fantastic Amsterdam office for you to work in and believe you can also be effective at home. 
• You can work up to 10 days from any location in the world

To apply please upload your CV in English by August 22nd. An (online) assessment can be part of the recruitment process. Reference checks are part of the final hiring procedure.

Investment Office is committed to recruiting and retaining a diverse team. We strongly encourage applications from candidates with disabilities LGBTQI candidates women ethnic racial and religious minorities and other underrepresented groups.

Remote Work :

No

Employment Type :

Full-time