Performance and Risk Analyst
Job Summary:
The Performance & Risk Analyst provides subject matter expertise on organizational performance, statistical, and attribution functions as well as supporting the Firm’s Risk Management Program through oversight, development, and execution of policies and procedures that mitigate various types of risk, primarily operational, counterparty and market risk.  In this role, analysts support systems applications, initiatives and projects as well as perform quality control evaluations in a highly customized environment. Performance & Risk analysts will review processes, recommend and implement improvements, increase service levels and reduce operational risks. Analysts build strong relationships between internal and external customers.
Essential Job Functions:
  • Address performance, attribution, risk, and analytics related questions from senior managers, traders, accounting, client service, sales and marketing
  • Assist in developing and implementing processes, policies, and procedures for the identification, collection, and analysis of data and information related to market, credit, and operational risks.
  • Assist in developing reports around key risk indicators and working collaboratively with department heads to proactively resolve exposures
  • Assist in developing and standardizing management and Board reporting
  • Support product teams with quantitative and qualitative analyses, risk monitoring, and risk reporting
  • Set-up performance for new client accounts in the performance systems
  • Assist in the maintenance of Fixed Income Attribution system functionality and data reliability
  • Review account returns generated by performance systems using statistical return dispersion analytical tools; identify and resolve outlier accounts
  • Create and maintain GIPS® compliant composite performance reports for standard marketing materials or RFP’s
  • Investigate performance outliers, determines causes and advises clients/brokers, consultants, and Firm management
  • Manage the annual firm-wide GIPS® audit
  • Work on establishing and maintaining effective processes and procedures 
Job Specifications:
  • Knowledge of performance returns calculation methodologies
  • Ability to calculate performance returns using daily or monthly weighted performance calculations
  • Hands-on approach in developing, implementing and communicating risk-related policies & procedures
  • Strong technical capabilities with the ability to leverage and integrate technology applications and systems within the risk management framework
  • Thorough knowledge of investment products, trading strategies and market characteristics (e.g. liquidity, volatility)
  • Strong knowledge of global fixed income, global equity, and alternative investment product characteristics and analytics calculations and applicability
  • Knowledge of GIPS® and SEC performance return calculation and disclosure rules
  • Familiarity with the most commonly tracked equity and fixed income benchmarks
  • Operational experience in investment accounting, investment systems management, trading and/or risk management
  • Ability to develop and build good/close working relationships with portfolio managers, marketing, sales, client service, operations, and IT professionals
  • Knowledge and experience in using spreadsheets, databases, and other desktop applications to retrieve and analyze data
  • Working knowledge of SQL, Python, Eagle Investment Systems, and/or Wilshire Axiom a plus
Other Duties:
As Assigned
  • Three (3) to Five (5) years of experience in investment accounting, investment systems or performance and/or Risk operations
  • Bachelor’s degree in accounting or finance. MBA/CFA/CIPM program participants preferred
This position requires an individual who possesses the personal attributes and the professional experience consistent with the Firm’s high standards of conduct and performance. In performing the job, the individual must: (i) always act in the best interests of clients, (ii) continuously evaluate and escalate areas of risk to the Firm, (iii) work cohesively and effectively with people across all functions, and (iv) comply with all Firm policies and procedures. Accordingly, it is expected that the individual is of high moral character, well-organized and self-directed, with strong personal skills and an ability to execute work objectives in a dynamic, fast-paced environment.
Brandywine Global Investment Management, LLC is an Equal Opportunity Employer