Our Client’s Analytics team is responsible for quantitative analysis for all strategies managed by the Group. The team is based in Warsaw and its clients are both internal – portfolio management, marketing, and Finance as well as external investors.

Portfolio Analyst Associate will be responsible for and will be involved in daily quantitative analysis of number of portfolios. The main goal of the function is to deliver high quality quantitative analytics in response for requests from various parties both internal and external. They will cooperate closely with other internal teams (mainly portfolio managers and marketing) based in different geographical locations and may have supervisory responsibilities

• Preparation of quantitative portfolio analysis for investors/clients, portfolio managers and marketing
• Providing input into identification and documentation of correct methodologies.
• Project work with data management and portfolio reporting teams on automation of repetitive
• Preparation of Liquidity Stress Testing reports for regulators.
• Participate in project work with data management and portfolio reporting teams on automation of repetitive requests.
• Work with external verifiers and preparation of GIPS (Global Investment Performance Standards)

• Excellent English both written and spoken
• Strong quantitative background
• Excellent Excel skills.
• 2-5 years of experience in portfolio analysis/quant team in a financial institution
• Knowledge/experience with debt instruments and/or alternative asset classes (i.e. fixed income, private debt, private equity, etc).
• CFA or FRM designation (or in progress) or other investment related qualification would be an advantage
• VBA, Python would be an advantage.