Quantitative Engineer – Investments Technology
AIG
DelphiJavaOracleSQL
Investment Performance Analyst, Specialist
Vanguard
full-time
Posted on:
Location: Pennsylvania • 🇺🇸 United States
Visit company websiteJob 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
