POSITION SPECIFICATIONS:

• Bachelor’s degree in business related field including Finance, Mathematics, Accounting, Statistics or MIS required; coursework in investments preferred; familiarity with basic performance attribution and/or risk management concepts preferred
• Two years of investment industry experience preferred; level of position depends on experience
• Familiarity with performance attribution and/or risk management principles preferred
• Prior performance analysis and/or risk management experience preferred
• Familiarity with portfolio composition concepts and methods preferred
• Excellent MS Excel skills required; familiarity with performance attribution/risk management software preferred

MAJOR DUTIES:

• Conduct detailed performance attribution and risk analyses: interpret performance and risk data; analyze portfolio characteristics to determine sources of historical performance and portfolio risk exposures
• Work with portfolio management teams to effectively implement investment ideas in the context of an overall portfolio; identify and communicate material risk exposures
• Provide feedback to portfolio management teams on risks and returns to help improve investment processes
• Create customized reports for use by Investment Research as well as product marketing and sales personnel in responding to requests, RFPs and DDQs
• Calculate modern portfolio theory statistics for mutual funds and separate accounts
• Generate accurate performance attribution and risk management reports for internal and external distribution
• Audit the output from attribution and risk management systems, and research/resolve variances on individual securities as necessary