Start Date
Immediate
Expiry Date
25 Apr, 25
Salary
0.0
Posted On
26 Jan, 25
Experience
2 year(s) or above
Remote Job
No
Telecommute
No
Sponsor Visa
No
Skills
Python, Econometrics, Physics, Working Experience, Finance, Computer Science, Management Skills, Performance Attribution, Communication Skills, Git, Statistics
Industry
Financial Services
KEY SKILLS & QUALIFICATIONS
ROLE DESCRIPTION:
The Modelling Research team in AFE is looking for a performance attribution modeller to join the Budapest team to contribute to the modelling and development effort in building and maintaining of Aladdin performance attribution models. The new member should help to support the increasing demand for Aladdin’s performance measurement and performance attribution capabilities.
Portfolio performance evaluation involves performance measurement, performance attribution and performance appraisal. Performance attribution plays a key role in the investment process, both as a feedback loop in the investment process as well as providing a means of articulating the implication of investment decisions to clients. It helps investors understand the key drivers of active return: Sector Allocation decisions or ability to research attractive investment opportunities at the individual asset level.
This team is responsible for the design and support of performance attribution models including documentation, testing, performance monitoring and other model governance exercises working closely with colleagues in core analytics solution, engineers, product managers and users. You will also work with clients and relationship managers to ensure that clients are getting the most out of Aladdin’s performance capabilities and that client feedback is addressed appropriately.
We offer a dynamic, team-oriented environment with tremendous learning and growth potential.
KEY RESPONSIBILITIES:
The candidate will be performing duties related to all aspects of performance attribution model development: