PORT Risk & Performance Attribution Product Analyst

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London

Posted Oct 12, 2022 - Requisition No. 110241

Bloomberg is a leading provider of portfolio analytics and risk management tools. This includes investment and market analysis of both alpha and beta sources, portfolio benchmarking and performance measurement, asset allocation, and risk measurement at both the portfolio and security level.
Bloomberg’s PORT platform is a leading provider of quantitative portfolio analytics, offering unmatched market coverage and a full suite of tools for risk measurement, performance attribution and scenario analysis. Leveraging Bloomberg’s unparalleled breadth and depth of pricing, reference and market data, PORT offers asset managers a powerful set of capabilities for managing investment processes across fixed income, equities, derivatives, and alternatives. In addition, PORT provides best-in-class tools for benchmarking against the Bloomberg Fixed Income Indices.
We are seeking a Product Analyst to join the Portfolio Analytics and Risk department to focus on the Risk and Performance Attribution Models, with a strong understanding of the portfolio management process of our buy side customers. The objective is to continue to build on our market leading portfolio models and focus on Bloomberg’s next generation attribution models: MAC3 and MAC HPA respectively. The role will focus on ensuring accuracy of results, robustness, intuitiveness of model outputs and building enhancements based on in depth industry research and client feedback. You will play an active role in overall product vision, including model construction, quality assurance, product feedback, collaboration, and contribution to marketing strategy.

We'll trust you to:

  •  Work closely with the Product Managers to develop plans to improve and expand our risk and attribution offering to clients
  •  Build a close working relationship with the business, index, terminal and Sales divisions and incorporate their feedback and direction into the improvement of the portfolio models
  •  Build a strong QA process and procedures that ensures high quality risk and attribution for new releases
  •  Contribute to other related initiatives including the development of workflow tools, classification systems, bond pricing, and non-fixed income analytics
  •  Interact with end users to understand their needs and to promote our offerings
  •  Investigate internal and external client queries on input prices, reference data and analytics
  •  Actively engage with engineering, client support, data and product teams to improve production processes and to increase the operational efficiency of the business
  •  Evolve and improve the sourcing, production and quality control of all indicative data entering index applications

You'll need to have:

  •  Strong data and quantitative analysis skills
  •  Strong operational and process management skills
  •  Desire and ability to quickly understand and learn the portfolio analytics business role within the capital markets
  •  Willingness to learn complex business and technology processes and actively contribute to their evolution
  •  Self-motivation, with the ability to work independently as well as part of a team
  •  Ability to interact and effectively communicate with our clients

We'd love to see:

  •  Technology skills such as scripting or SQL
  •  Eagerness to work in a challenging, complex, fast-paced, high-pressure environment

*Please note we use years of experience as a guide but we certainly will consider applications from all candidates who are able to demonstrate the skills necessary for the role.If this sounds like you:
Apply if you think we're a good match! We'll get in touch with you to let you know what the next steps are.Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, colour, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.
Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email emea_recruit@bloomberg.net. Alternatively, you can get support from our disability partner EmployAbility, please contact +44 7852 764 684 or info@employ-ability.org.uk

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