VACANCY OVERVIEW

Contract Type:
Contract

Salary:
Negotiable

Reference:
VR/07425

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Are you a high calibre graduate looking to embark on an exciting, challenging and rewarding career within Investment Banking?

If so read on....

This prestigious Investment Management firm is seeking to attract world-class talent that will enable them to maintain a leading position within Investment Performance Services.

As a Performance Analyst your key responsibilities will involve:

• Putting in place a control tool to check quality of Performance data
• Putting in place statistical controls on the quality of portfolio and benchmark return calculated by using risk ratios
• Reengineering to Visual Basic.net four MATLAB calculation modules for the Fixed Income Performance Attribution tool. In particular, this includes
• pricers (bond, inflation-linked, futures, swaps), principal component analysis, yield curves and return decomposition
• Enhancing he internal performance analysis engine

The successful candidate will have:

• Postgraduate degree prior in mathematics or statistics
• Strong knowledge of Microsoft tools (Excel, Access), VBA, SQL, Matlab
• Aptitude to communicate (and read) in English
• Proactive, team focussed, quantitative and research interest
• A first experience (internship) in middle or back office would be advantageous
• Knowledge of cash and derivatives financial instruments