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Performance Analyst

DienstverbandAantal uren per weekOpleidingsniveau
-
RegioConsultantReferentie
Noord-HollandNienke de Kruijf3195

Functieomschrijving

For our client we are looking for an accurate and analytical Investment Performance Analyst. Do you have an affinity with numbers and do you know how to calculate risk measures such as DV01 and IE01 reports? You will be the linking pin between the Portfolio Manager, Sales and the back-office when it comes to reporting.

What are you going to do?

In your role you will be in charge of analysing and producing high quality performance, attribution and risk reports on fixed income portfolios. You will be working in our Investment reporting team in collaboration with the Portfolio Managers, Investment Specialists, Client Service Specialists and our Sales colleagues. Furthermore you will also be in close contact with Back-Office team in Brussels to make sure that the necessary data is available.You will produce investment data reports that will give insight whether the long term investment strategy is in line with the investment obligations of our customers. The aim is that you convert the data into clear information for both customers and regulators.

Furthermore we continue to move more accountancy data towards the Aladdin landscape and you will play a crucial role in this. You will be a member of the project group and you will be responsible for system tests and you will investigate how we can optimize the use of the tool. The aim is to replace Excel spreadsheets with Aladdin generated reports as much as possible.

Your key tasks and responsibilities are:

  • You will calculate Interest rate risk measures such as DV01 and IE01, but also cash flows- and shock- calculations for regulatory reporting.
  • You will analyse the performance of the asset and liabilities side via attribution, coverage or hedging ratios and/or cash flow projection matching.
  • You will take required actions to ensure a final delivery, for both the client report and the analyses, that is in line with the agreed deadlines and requirements and with the local compliance and regulatory rules.
  • You will implement quality controls to ensure reliability and consistency of the final reports and analyses produced. Identify and signal errors, liaise with source data providers to get data corrections and contribute to continuous improvement.

Who are you?

  • University degree in Finance or Economics or
  • 5 to 7 years relevant working experience years' experience in the performance of the fixed income assets and liabilities side via attribution
  • Basic fundamental knowledge of risk and performance methodologies.
  • Understanding of OTC derivatives that are used in this strategy
  • Excel and VBA is a strong plus
  • Experince with Aladdin (Blackrock)
  • You have excellent oral and written communications skills in English. Dutch is preferred, French is beneficial
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