Fixed Income Investment Analyst

I am looking for an experienced (3-7 years) Fixed Income Portfolio Attribution and Performance Analyst with advanced Excel and Python skills and a strong understanding of the Yield Curve, Spreads, and Duration changes that can impact the performance of a large commercial and residential real estate investment portfolio.

Responsibilities Include:

• Calculation of investment returns and performance attribution using sophisticated attribution methodologies
• Analyze and explain drivers of performance
• Interacting with investment professionals throughout the firm.
• Daily work will involve data creation, report generation, and presentation of insightful analysis to senior managers, portfolio managers, and quantitative analysts. Converting numbers to narrative.
• The candidate will be expected to work on strategic projects based on portfolio performance data and work with IT to automate the analysis and reporting of performance data.

Requirements:

• The candidate must have current experience working with Fixed Income Portfolio managers, converting complex real estate loan and mortgage data into strategic insights that help drive investment decisions and improve performance.
• The candidate must be well-versed in understanding Yield Curve, Spread, and Duration changes that impact performance and be able to create a narrative for the real estate investment team on a daily, weekly, and monthly basis.
• The role also requires a candidate to be able to automate and scale new performance and attribution models.
• The candidate should not be on the client reporting side but should be directly supporting actual fixed-income investment managers.
• The role is based in Dallas, Texas, and requires working in the Dallas office 4 days a week.
• Candidates who are not in Dallas must have a strong connection (family or friends) that would motivate them to relocate to Dallas.
• Master's or CFA preferred
• The role requires quantitative abilities, statistical programming skills in Python, SQL, R.
• Tableau data visualization skills are required
• The role requires experience with Brinson, FactSet, Bloomberg PORT, Aladdin, and Risk Metrics
• The role requires superb communication skills.
• This is an opportunity to work for one of the best-managed investment funds in the United States.

Requirements

• The applicant must have 5 years of relevant experience in fixed-income and real estate investments with a hedge fund or an asset management firm.
• This position requires a top university degree (advanced is preferred) in a quantitative discipline (mathematics, statistics, engineering, etc),
• Master's or CFA preferred
• The role requires quantitative abilities, statistical programming skills in Python, SQL, R.
• Tableau data visualization skills are required
• The role requires experience with Brinson, FactSet, Bloomberg PORT, Aladdin, and Risk Metrics
• The role requires superb communication skills.

The company offers an attractive compensation and benefits package.

Keywords: Performance Analyst, Attribution, Brinson, Fixed Income, Real Estate Portfolio Management, Python, FactSet, Bloomberg, Investment Performance Reporting

Please send resumes to Jim Geiger: jeg@analyticrecruiting.com