Performance Attribution Analyst
February 2012 — Present
#1 Conduct daily analysis of interest rate curves, portfolio and index risk positions, and model returns, monitoring the Attribution System to ensure timely delivery of model data and to highlight potential bottlenecks.
#2 Analyze the composition, methodology, and pricing of third party indices such as Barclays, Citi Bank and etc.
#3 Develop and implement enhancements to resolve issues (both process and technology solutions) to support new products, securities, and methodologies
#4 Collaborate with portfolio, product, and account managers, financial engineers, and developers to design, thoroughly test, and release new Attribution System functionality and returns data.
#5 Respond to investment professionals' questions/request for explanation on financial reports circulated internally or prepared for clients.
#6 Communicate with Global Personnel to resolve issues and educate users on the Attribution methodology.
#7 Reasearch analytical tools to address issues such as portfolio construction, performance measurement, attribution, profit and loss measurement, or pricing models.