drjobs Quantitative Performance Analyst

Quantitative Performance Analyst

Employer Active

1 Vacancy
drjobs

Job Alert

You will be updated with latest job alerts via email
Valid email field required
Send jobs
Send me jobs like this
drjobs

Job Alert

You will be updated with latest job alerts via email

Valid email field required
Send jobs
Job Location drjobs

Seattle - USA

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

Job Description

Business Unit:

Compliance Risk and Internal Audit


Salary Range:

$78000 USD - $110000 USD

Specific compensation will be based on candidates experience skills qualificationscommercial considerations and other job-related factors permitted by law. At RussellInvestments salary is just one part of our compensation package. Our total rewardsapproach includes an annual performance bonus (subject to eligibility criteria) in addition toparticipation in our competitive benefits programs including healthcare retirement vacationand wellbeing programs.


Job Description:

The Quantitative Performance Analyst is responsible for calculating analyzing and communicating the performance of Russells investment products/strategies to internal teams as well as

prospective and existing clients. The products/strategies under analysis may include funds separate accounts sub-advisory accounts fiduciary accounts overlays and competitor products. Innovative analytical ideas will be scrutinized by peers of similar caliber and then integrated into the Enterprise Risk Management System for leverage by downstream portfolio managers. Analysis: Calculate analyze and report the performance of complex investment products or strategies to internal portfolio teams or external clients. Keep up to date on current trends in asset management in addition to financial markets securities and general investment themes as well as advances in performance theory and practice. Calculate attribution based on a myriad of factors and levels (e.g. security level portfolio level macro level). Be a go to performance expert for internal clients when discussing an approach to performance analysis. Ensure the accurate and timely production of performance reporting. Oversee/manage the calculation of performance by Russells vendors and ensure an appropriate level of

service delivery in line with agreed service levels and KPIs. Collaborate across the Global Performance & Reporting team and with internal constituents to establish performance standards. Compare contrast and reconcile the salient factors behind multiple in performance returns. Reporting: Collaborate with business partners to establish performance reporting standards which ensure efficient production of performance analysis. Stay abreast of Global Investment Performance Standards (GIPS) and support the annual GIPS verification process. Provide performance reports to internal investment committees. Liaise with vendors to outline changes to performance report structures. Manage the distribution of performance reports through various mediums. Maintain an awareness of the capabilities of various performance reporting systems. Data management: Design and develop robust processes around attribution models with focus on database design quantitative methods and automation. Assist in managing the integrity and consistency of stored performance results (e.g. FundSite SOAKer Confluence RDB etc.). Understand the various legal ramifications associated with reporting index and peer group data. Assist the reporting team in sourcing performance results.

Qualifications: THIS POSITION REQUIRES A BACHELORS DEGREE (OR FOREIGN EQUIVALENT) IN ECONOMICS FINANCE MATHEMATICS STATISTICS OR CLOSELY RELATED FIELD PLUS 2 YEARS OF WORK EXPERIENCE IN INVESTMENT/FINANCIAL SERVICES OR A CLOSELY RELATED OCCUPATION.

Special Requirements:

REQUIRED SKILLS: EXPERTISE/KNOWLEDGE OF:

  • 2 years of investment/financial services experience.
  • Mathematical analytical skills such as Monte Carlo Simulation Time Series Analysis Stochastic Calculus Linear Algebra Optimization and Probability.
  • Machine learning skills such as regression classification tree-based methods clustering model selection and regularization.
  • Automating quantitative and reporting process in programming languages including C Visual Basic VBA R and/or Python Object Oriented Programming SSIS or SQLServer.

MUST POSSESS EXPERTISE/ KNOWLEDGE SUFFICIENT TO ADEQUATELY PERFORM THE DUTIES OF THE JOB BEING OFFERED. EXPERTISE/ KNOWLEDGE MAY BE GAINED THROUGH EMPLOYMENT EXPERIENCE OR EDUCATION. SUCH EXPERTISE/ KNOWLEDGE CANNOT BE QUANTIFIED BY TIME.

*May work from home up to 1 day a week*

How to apply: Qualified applicants please send resume to: Must reference BA-25.

Equal Employment Opportunity

Russell Investmentsis committed to providing equal employment opportunities for all associates and employment applicants regardless of race religion ancestry creed color gender (including gender identity which refers to a persons actual or perceived sex and includes self-image appearance behavior or expression whether or not different from that traditionally associated with a persons biological sex) age national origin citizenship status disability medical condition military status veteran status marital status sexual orientation past or present unemployment status or any other characteristic protected by law.


Required Experience:

IC

Employment Type

Full-Time

Company Industry

About Company

Report This Job
Disclaimer: Drjobpro.com is only a platform that connects job seekers and employers. Applicants are advised to conduct their own independent research into the credentials of the prospective employer.We always make certain that our clients do not endorse any request for money payments, thus we advise against sharing any personal or bank-related information with any third party. If you suspect fraud or malpractice, please contact us via contact us page.