Quantitative Performance Analyst

Russell Investments•Seattle, WA

About The Position

Every day, we seek to improve financial security for people. Joining our Global Performance & Reporting team within Global Risk delivering performance measurement across Russell Investment’s global products and client bases you will be a part of a passionate and supportive team tasked with consolidating performance activities across Russell Investments, producing all standard client and ad hoc performance analysis, developing innovative attribution approaches, as well as assisting with updating new business and existing client presentations. The Quantitative Performance Analyst is responsible for calculating, analyzing and communicating the performance of Russell's 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.

Requirements

Proficient with computers and MS Office (particularly with Excel)
Proven mathematical abilities
Proven ability to produce statistical reports, to think critically, to analyze and interpret results and find/propose solutions to findings
0-2 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 such as C++, Visual Basic, VBA, R and/or Python, Object Oriented Programming, SSIS or SQLServer.
Demonstrate good judgment and ability to clearly articulate reasons for decisions
Ability to prioritize and manage conflicting demands in a proactive manner
Excellent teamwork and proven ability to work and communicate across teams and functions to deliver solutions
Take ownership for work and help set standards and drive delivery
Must be proactive and a self starter with strong attention to detail
Articulate and succinct in the expression and complex performance concepts
Master or PhD in Quantitative Finance or closely related (quantitative major) degree.
Applicants must be legally authorized to work in the United States without employer sponsorship, now or in the future.

Nice To Haves

CIPM, CFA, or equivalent experience in performance

Responsibilities

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 Russell's 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
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
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.
Understand the various legal ramifications associated with reporting index and peer group data
Assist the reporting team in sourcing performance results