Performance attribution

10 - 15 years

25 - 40 Lacs

Posted:2 hours ago| Platform: Naukri logo

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Work Mode

Hybrid

Job Type

Full Time

Job Description

Role & responsibilities

  • Serve as a Subject Matter Expert in performance and attribution analytics.
  • Develop and maintain an advanced understanding of fixed income and derivative instruments, including the key drivers of performance across rates, credit, spread, curve, currency, and optionality.
  • Calculate and analyze daily performance attribution and associated P&L, ensuring consistency with portfolio positioning and market movements.
  • Interpret attribution results across fixed income strategy types, including Investment Grade, High Yield, Core, Core Plus, Structured, and other specialty strategies, with a clear understanding of expected sources of return.

Preferred candidate profile

  • Experience with fixed income attribution models and platforms (e.g., Aladdin, BBG Port, FactSet, MSCI, Barra, Axioma, or similar).
  • Familiarity with multi-asset or global fixed income portfolios.
  • Background in risk analytics, performance measurement, or portfolio analytics.
  • Ability to perform financial/mathematical calculations & analysis using MS Excel, Power BI, Alteryx, Python & relevant process automation tools.

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