Quantitative Analyst, Performance & Reporting (VP), Structured Credit, London

London
Ref: PRQ-0809
Up to £250k Total + Benefits
Large Credit Hedge Fund
CLOs, Private Credit, Loans, Reporting, Attribution, SQL, VBA

This Credit Asset Manager, manages >$45bn across a range of Structured Credit, CLOs, other Credit Strategies, now seeks to hire an experienced Performance & Reporting Quant to help implement a new Performance Reporting platform for Structured Credit. CLO trading, including Performance Attribution projects, and FX PnL allocation. Opportunity also to build a team!

KEY RESPONSIBILITIES

  • Work closely with Structured Credit PMs, Data, Ops, and Marketing teams.
  • Automated & enhance a dynamic reporting environment
  • Lead the implementation of new platforms, processes and reporting
  • Develop Performance Attribution analysis functionality to dissect returns among risk factors.
  • Work with PMs & management on specifications for new reports
  • Test & implement data structure enhancements for reporting
  • Communicate with senior management regarding ongoing initiatives

ESSENTIAL SKILLS:

  • 5-10 years’ creating performance attribution and FX PnL allocation for CLOs / Structured Credit
  • Knowledge of credit products (cash & synthetic/CLOs) and various fixed income types (term /loans, HY, corporate bonds,
  • Proven Performance Attribution, P&L Allocation with knowledge of fund accounting (e.g. Geneva)
  • Strong experience of data analytics, system migration and business intelligence applications
  • Strong skills in SQL, Excel VBA, etc., (Power BI a plus)
  • Robust personality, able to deal with a dynamic Trading environment & with Distribution executives
  • Masters in scientific discipline from a top university