This role is part of a specialized team that leads projects to expand and enhance the quantitative analytics infrastructure and portfolio reporting capabilities associated with performance measurement, predictive risk forecasting, alpha research, and performance attribution. Members of this team also provide data management services and operational support on a diverse spectrum of analytic processes that deliver investment intelligence used directly as part of the portfolio management function within the equity research division.
Lead infrastructure development projects to acquire new data sets, execute analytic calculations, and produce reports for investment professionals. This includes deep business, systems and data analysis, detailed process design, and thorough acceptance testing.
Oversee daily and monthly production reporting cycles of alpha research, portfolio risk, and performance attribution environments.
Ensure all required input data is available, analytic jobs run successfully, the resulting statistics are accurate, and reports are properly generated.
Build new and innovative data visualization tools and reports that illustrate current and time series investment themes, portfolio exposures, and drivers of portfolio performance.
Consult with business partners across multiple internal and external sources to deliver comprehensive data solutions.
Identify, research, and resolve all issues present in internally generated or vendor-supplied data to ensure superior data quality.
Respond to ad-hoc data analysis requests in support of individual research projects performed by Quantitative Research Analysts.