Fixed Income Performance Attribution Specialist (12-month FTC)
October 5, 2021
The Performance Analytics group provides performance information and portfolio analysis for Fidelity International Limited (FIL) worldwide. The group operates a hub and spoke model with two centres of excellence in Dublin (Ireland) and Dalian (China) supported by local specialists in London, Tokyo and Hong Kong.
The group comprises three teams who all interact closely and work together to provide clients both internal and external with analysis on Fidelity products and mandates. The analytics teams provide attribution and risk analytics in the form of monthly/quarterly fund reports, investment risk oversight packs and support to our investment teams. The performance operations team is responsible for ensuring the quality of our data, management of our systems, GIPS??, regulatory performance & risk and providing key senior management metrics. The performance reporting team supplies performance and ex-post risk to all of our clients.
Purpose of the Role
The primary focus of the of the role is to assist the investment and sales teams with attribution and advanced analytics on the suite of fixed income portfolios in Asia. The individual will work directly with teams based in Dublin & London to deliver the analytics required. The team will be focused on the production of characteristics reports, fund exposure reporting and providing attribution analysis on our fixed income range of products. The team will manage many stakeholders in both the investment and distribution business.
Independent verification of fixed income attribution reporting for client use
Provision of value added analysis on attribution reporting for the front office
Investigation and resolution of client queries in a timely manner
Taking ownership for specific tasks
Requirement to be a specialist for your allocated desks/strategies
Ensure reports are produced to deadlines driven by both internal and external clients
Close working relationship with staff in Dublin ensure highest data quality for reporting is available to your clients
Liaison with product delivery to bring new business on board
Liaison with client reporting and front office to determine and agree pipeline of deliverables/priorities
Calculation of exposure based metrics (derivative reporting, etc)
Responding to a significant volume of ad-hoc queries and requests
Involvement in projects and systems testing as required.
Knowledge sharing and support for team members across the group as applicable
Experience and Qualifications Required
Degree level in Finance, Maths, Statistics, Economics, Accounting
Experience and expertise in fixed income performance and attribution is preferable
Proven ability to explain fixed income attribution reporting to clients/the front office is preferable
Sound knowledge of investment performance calculation including ex-post risk
Keen interest in the markets and desire to apply this to fixed income strategies and the interpretation of investment performance
Solid experience in the financial services industry with a strong knowledge in asset management
Continuous improvement and change management mindset, questioning conventional ways of managing the business and driving change to improve processes
Ability to think critically and work autonomously
Strong analytical and quantitative skills with keen attention to detail
Knowledge of vendor systems such as FactSet and Bloomberg is preferable
Self-motivated and responsive to a changing environment.
Effective communication skills and the ability to deal with people at all levels (up to senior management)