Vanguard

Investment Performance Analyst, Specialist

Vanguard

full-time

Posted on:

Origin:  • 🇺🇸 United States • Pennsylvania

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Job Level

Mid-LevelSenior

Tech Stack

Python

About the role

  • Oversight and review of daily pre- and post-tax performance calculations for all VPI accounts.
  • Identify and resolve issues with account performance, and own all composite performance management, reporting, and compliance processes, including VPI’s annual Global Investment Performance Standards (GIPS) certification.
  • As many of these processes are run through proprietary software, you will interface with VPI’s engineering teams to improve and drive further automation.
  • Supports the Vanguard Personalized Indexing client-facing teams and portfolio managers with account performance reviews, analytic comparisons, and attribution analysis.
  • Performs regular audits of daily pre- and post-tax account performance. Proactively identifies and resolves issues.
  • Ability to support daily investment operations activities (reconciliation, corporate actions, etc…) and understand their impact on performance calculations.
  • Project manages and executes annual GIPS compliance inspection. Serves as primary contact to VPI’s 3rd party auditor.
  • Facilitates recurring internal GIPS Committee meetings. Manages agenda, surfaces methodology reviews, etc…
  • Monitors and manages composite performance, including owning VPI’s proprietary rules-based composite membership and composite returns calculation tools.
  • Drives improvements in the performance management and operational metrics of the Personalized Indexing business.
  • Ability to work independently with large volumes of data; ability to organize, clean, join and analyze large data sets.
  • Carries out special projects related to Personalized Indexing accounts, performance, and risk.

Requirements

  • Minimum five years relevant work experience, preferably in wealth or asset management.
  • Prior experience and demonstrable familiarity with risk measurement, performance measurement and indexing preferred.
  • Excellent with MS Excel. Proficiency with Python, R, MATLAB or similar data analysis tools highly desired.
  • Familiar with the CFA Institute’s Global Investment Performance Standards (GIPS) preferred.
  • Undergraduate degree require