Vanguard Personalized Indexing (VPI) provides professional portfolio management services to Registered Investment Advisor (RIA) firms and wealth managers who service individuals, families, family offices and small endowments and foundations. VPI specializes in ‘direct indexing’, primarily through custom tax managed equity portfolios.
In this Investment Performance Analyst role, you will be responsible for oversight and review of daily pre- and post-tax performance calculations for all VPI accounts. You will identify and resolve issues with account performance, and own all composite performance management, reporting, and compliance processes, including VPI’s annual Global Investment Performance Standards (GIPS) certification. As many of these processes are run through proprietary software, you will also interface with VPI’s engineering teams to improve and drive further automation.

QUALIFICATIONS:

• Minimum five years relevant work experience, preferably in wealth or asset management.
• Prior experience and demonstrable familiarity with risk measurement, performance measurement and indexing preferred.
• Excellent with MS Excel. Proficiency with Python, R, MATLAB or similar data analysis tools highly desired.
• Familiar with the CFA Institute’s Global Investment Performance Standards (GIPS) preferred.
• Undergraduate degree require

• Supports the Vanguard Personalized Indexing client-facing teams and portfolio managers with account performance reviews, analytic comparisons, and attribution analysis.
• Performs regular audits of daily pre- and post-tax account performance. Proactively identifies and resolves issues.
• Ability to support daily investment operations activities (reconciliation, corporate actions, etc…) and understand their impact on performance calculations.
• Project manages and executes annual GIPS compliance inspection. Serves as primary contact to VPI’s 3rd party auditor.
• Facilitates recurring internal GIPS Committee meetings. Manages agenda, surfaces methodology reviews, etc…
• Monitors and manages composite performance, including owning VPI’s proprietary rules-based composite membership and composite returns calculation tools.
• Drives improvements in the performance management and operational metrics of the Personalized Indexing business.
• Ability to work independently with large volumes of data; ability to organize, clean, join and analyze large data sets.
• Carries out special projects related to Personalized Indexing accounts, performance, and risk.