Fixed Income Attribution Specialist

3 weeks ago


London, Greater London, United Kingdom Joseph Harry Ltd Full time
Position Overview

We are seeking a Fixed Income Attribution Specialist to join our esteemed asset management firm, Joseph Harry Ltd. This role is pivotal in managing the attribution processes for our Fixed Income products, specifically focusing on Bonds, Credit, and Rates.

Key Responsibilities:

  • Possess a profound understanding of Fixed Income within the asset management sector.
  • Demonstrate advanced expertise in Fixed Income attribution methodologies and strategies.
  • Exhibit familiarity with PORT and the associated GRM.
  • Engage effectively with Front Office stakeholders, including portfolio managers, risk analysts, and credit specialists.

Preferred Qualifications:

  • Experience with proprietary Fixed Income attribution systems.
  • Proficiency in SQL and Python programming languages.

In this role, you will collaborate with a dedicated team of professionals focused on enhancing our in-house Fixed Income attribution framework. Your primary duties will involve working closely with the engineering manager, credit analysts, risk teams, and portfolio managers to refine and implement the strategic roadmap for our product over the next three years. This includes advancing the trade-tagging capabilities to optimize data generation and evolving our factor-based attribution systems.

Approximately 80-85% of your responsibilities will revolve around product ownership and management, while the remaining 15-20% will involve liaising with Bloomberg to ensure data integrity concerning GRM and BHPA data from PORT. This latter aspect is expected to diminish as automation processes are established, ultimately reducing it to about 5%.

This position offers a remarkable opportunity to leverage your Fixed Income attribution expertise while collaborating with technology, portfolio management, risk assessment, research, and analytics teams. Join a high-performing group known for its weekly deliverables and outstanding reputation in the industry.

Compensation: Competitive salary range of £80,000 - £100,000, complemented by a 20% bonus and a 10% pension contribution.



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