Quantitative Performance Analyst at Russell Investments in Seattle

Summary: Russell Investments is a company focused on improving financial security for people. The Quantitative Performance Analyst will be responsible for calculating, analyzing, and communicating the performance of Russell's investment products and strategies to internal teams as well as clients, while also developing innovative attribution approaches and maintaining performance reporting standards. Responsibilities: - Calculate, analyze and report the performance of complex investment products or strategies to internal portfolio teams or external clients - Keep up to date on current trends in asset management, in addition to financial markets, securities, and general investment themes, as well as advances in performance theory and practice - Calculate attribution based on a myriad of factors and levels (e.g. security level, portfolio level, macro level) - Be a "go to" performance expert for internal clients when discussing an approach to performance analysis - Ensure the accurate and timely production of performance reporting - Oversee/manage the calculation of performance by Russell's vendors and ensure an appropriate level of service delivery in line with agreed service levels and KPIs - Collaborate across the Global Performance & Reporting team and with internal constituents to establish performance standards - Compare, contrast and reconcile the salient factors behind multiple in performance returns - Collaborate with business partners to establish performance reporting standards which ensure efficient production of performance analysis - Stay abreast of Global Investment Performance Standards (GIPS) and support the annual GIPS verification process - Provide performance reports to internal investment committees - Liaise with vendors to outline changes to performance report structures - Manage the distribution of performance reports through various mediums - Maintain an awareness of the capabilities of various performance reporting systems - Design and develop robust processes around attribution models with focus on database design, quantitative methods and automation - Assist in managing the integrity and consistency of stored performance results - Understand the various legal ramifications associated with reporting index and peer group data - Assist the reporting team in sourcing performance results Required Qualifications: - Proficient with computers and MS Office (particularly with Excel) - Proven mathematical abilities - Proven ability to produce statistical reports, to think critically, to analyze and interpret results and find/propose solutions to findings - 0-2 years of investment/financial services experience - Mathematical analytical skills such as Monte Carlo Simulation, Time Series Analysis, Stochastic Calculus, Linear Algebra, Optimization and Probability - Machine learning skills such as regression, classification, tree-based methods, clustering, model selection and regularization - Automating quantitative and reporting process in programming languages such as C++, Visual Basic, VBA, R and/or Python, Object Oriented Programming, SSIS or SQLServer - Demonstrate good judgment and ability to clearly articulate reasons for decisions - Ability to prioritize and manage conflicting demands in a proactive manner - Excellent teamwork and proven ability to work and communicate across teams and functions to deliver solutions - Take ownership for work and help set standards and drive delivery - Must be proactive and a self starter with strong attention to detail - Articulate and succinct in the expression and complex performance concepts - Required: Master or PhD in Quantitative Finance or closely related (quantitative major) degree Preferred Qualifications: - CIPM, CFA, or equivalent experience in performance Required Skills: Performance Measurement, Investment Products Analysis, Attribution Analysis, Global Investment Performance Standards (GIPS), Database Design, Quantitative Methods, Automation, Monte Carlo Simulation, Time Series Analysis, Stochastic Calculus, Linear Algebra, Optimization, Probability, Machine Learning, Regression, Classification, Tree-based Methods, Clustering, Model Selection, Regularization, Programming - C++, Programming - Visual Basic, Programming - VBA, Programming - R, Programming - Python, Object Oriented Programming, SSIS, SQL Server, Statistical Reporting, Financial Services Experience, CIPM, CFA, Judgment, Prioritization Benefits: Annual performance bonus, Participation in our competitive benefits programs including healthcare, retirement, vacation, and wellbeing programs