Fixed Income Performance Attribution Analyst - ...

A leading real estate investment firm is seeking an experienced Fixed Income Performance Attribution Analyst with hands-on experience with Fixed Income Portfolio Analytics and building yield curves. This role is for someone who is currently embedded inside an asset manager working as a Fixed Income Performance Attribution Analyst.

This firm is expanding its investment capabilities across real estate assets, structured products, and both residential and commercial real estate mortgages and lending.

As part of this growth, they are implementing more robust Fixed Income Portfolio Analytics and Performance Attribution, and are looking for someone with deep experience developing, extending, and integrating applications such as FactSet attribution solutions. There is a priority for someone who can explain why the performance occurred, not just how the application works.

This Candidate should have (3-7 years) Fixed Income Portfolio Attribution and Yield Curve Modeling experience and a strong understanding of the Yield Curve, Spreads, and Duration changes that can impact the performance of a large commercial and residential real estate investment portfolio.

Responsibilities Include

• Calculation of investment returns and performance attribution using sophisticated attribution methodologies
• Analyze and explain drivers of performance
• Interacting with investment professionals throughout the firm.
• Daily work will involve data creation, report generation, and presentation of insightful analysis to senior managers, portfolio managers, and quantitative analysts. Converting numbers to narrative.
• The candidate will be expected to work on strategic projects based on portfolio performance data and work with IT to automate the analysis and reporting of performance data.

Requirements

• Must be able to configure fixed income attribution models (e.g., Yield Curve, Spread, and Carry decomposition).
• Fixed Income Specialization: Experience with securitized products, CMBS (Commercial Mortgage-Backed Securities), and private debt, which are critical for real estate-focused firms.
• Technical Skills: Proficiency in SQL, Python, or APIs to automate the ingestion of proprietary real estate data into fixed income attribution models.
• Real Estate Domain Knowledge: Familiarity with metrics like Cap Rates, NAV, and FFO, and how these interact with debt financing in a complex investment portfolio.
• The role is 100% REMOTE
• Master's or CFA preferred
• The role requires superb communication skills.
• This is an opportunity to work for one of the best-managed investment funds in the United States.

Requirements

• The applicant must have 3+ years of relevant experience in fixed-income and real estate investments with a hedge fund or an asset management firm.
• This position requires a top university degree (advanced is preferred) in a quantitative discipline (mathematics, statistics, engineering, etc),
• Master's or CFA preferred
• The role requires quantitative abilities, statistical programming skills in Python, SQL, R.
• Tableau data visualization skills are required
• The role requires experience with Brinson, FactSet, Bloomberg PORT, Aladdin, and Risk Metrics
• The role requires superb communication skills.

The company offers an attractive compensation and benefits package.

Keywords: FactSet, Performance Analyst, Attribution, Brinson, Fixed Income, Real Estate Portfolio Management, Python, Bloomberg, Investment Performance Reporting

Please send resumes to Jim Geiger: [email protected]