Investment Analytics

Company: Arrowstreet Capital
Location: Boston
Posted on: May 6, 2021

Job Description:

The Investment Analytics team is responsible for overseeing and producing analytics to support the investment process. This includes producing attribution, analyzing the results to ensure quality, and disseminating the results to stakeholders, including the portfolio management, research, business development, and the client relationship management team. This team is also responsible for calculating, analyzing, and generating additional analytics to explain the results of Arrowstreet's portfolio construction and investment processes. These additional analytics include portfolio positioning, active weights and shifts, model attribution, and tactical portfolio tilts.The team also oversees investment content. Members of this team will coordinate, draft, and respond to inquiries, questionnaires, and RFP's, and will contribute to the drafting of portfolio commentary. This team acts as the repository of investment responses, client notes, and white papers as it relates to all elements of Arrowstreet's investment process.The Investment Analytics team reports to the CIO. It is a newly created, growing team that currently has three members and will double in size over the next year. Individuals on this team will play an important role working with the broader investment team, including the CIO, as well as members of the research and portfolio management teams, on strategic initiatives to implement and enhance the attribution and investment analytics process. Members of this team must have a sound understanding of portfolio construction, usage of derivatives, impact of leverage, and how to select the appropriate benchmark(s) to compute and report out attribution.ResponsibilitiesOversee the attribution process: Manage production of attribution, including interpreting calculations, reviewing results, completing necessary checks to ensure high quality reporting, and disseminating. Own additional attribution related deliverables, including FactSet reporting, portfolio commentary, and custom reporting.Responsibility for other analytics and related analyses: Responsible for understanding the investment process, investment models, and portfolio construction. Individuals must be able to understand what necessary analytics should be developed and performed in order to interpret, calculate, explain the factors / drivers of portfolio results, and disseminate information. Knowledge of statistics and regression analysis is critical. Proficiency in working with data, and knowledge of data programming languages such as Python, SQL, and R are preferred.Design workflows and streamline processes: Develop, implement, and oversee procedures. Enhance and automate workflows to improve the attribution function. Design effective hand-offs across teams to collectively improve our process.Implement new initiatives: Work with the investment team to address various aspects of the portfolio construction process and the resulting impact on portfolio positions. Discuss ways to improve measurement and reporting of attribution analyses. Facilitate initiatives identified during strategy sessions, documenting planned actions, working through analyses, leading initiatives with developers / IT team to implement agreed upon solutions, and presenting results.The Ideal Candidate WillHave direct work experience in attribution analysis or portfolio analyticsHave demonstrated understanding of security and portfolio characteristics, portfolio accounting, and valuationHave knowledge of attribution related software or programs such as Factset, MSCI Barra, or other pertinent systemsDemonstrate excellent organizational, leadership, relationship management, time management, and verbal / written communication skillsPossess problem solving skills with demonstrated ability to productively collaborate across teamsThrive in a fast-paced environment, and have the ability to work dynamically and manage multiple tasks/projects at one time while seeing each through to completionWork productively, both independently and in a team environmentDemonstrate the ability to work on assignments and projects with minimal supervision while proactively providing updates, facilitating reviews of progress, and delivering to deadlinesQualificationsBachelor's degree is a requirement; Mathematics, Statistics, or Finance concentration is preferredA CFA designation is preferred and direct experience in the financial service industry or asset management industry is requiredApproximately 6 - 12 years of experience for a more senior-level role; Candidates with 3 - 6 years of experience will also be consideredPossess strong data management and programming skills. Candidate will ideally have proficiency working with Python, SQL, R, or advanced Microsoft ExcelProficiency in working with large volumes of data, including data quality reviews, is requiredAnalytical and structured thinking, with a keen interest in how things workOutstanding attention to detailAbility to proactively investigate issues and follow through to resolutionWe maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.PDN-924068f7-f5e8-481e-8f2e-ee0ccadf83f0

Keywords: Arrowstreet Capital, Boston , Investment Analytics, Other , Boston, Massachusetts