Performance Measurement & Attribution Engineer - Remote

Overview

Are you a detail-oriented engineer with a passion for uncovering insights through quantitative analysis? Do you excel at solving complex financial challenges and driving data-driven decision-making? Are you looking for an opportunity to innovate and contribute to the development of a next-generation portfolio performance measurement system? Do you have expertise in performance measurement standards, such as GIPS, and the ability to leverage modern tools to deliver impactful results? If so, we invite you to join our forward-thinking team

In Short

• Design portfolio performance measurement and attribution systems to support multiple reporting workflows
• Propose technical design solutions and drive decision-making in a fast-paced, growing team
• Partner closely with design, strategy, and engineering teams in an environment rooted in learning, teaching, and transparency
• Engage in the entire development process, from requirements and design reviews to implementation and testing
• Develop systems to handle complex asset classes, including derivatives, fixed income, and private equity
• Optimize time-weighted returns (TWR), internal rate of return (IRR), and performance attribution calculations
• Impact a developing tech stack based on AWS back-end services
• Create automation that leads to scalable, high-quality applications that customers rely on to run their businesses
• Coach, mentor, and inspire fellow engineers to deliver high-performing, secure enterprise applications
• Think creatively, tackle complex problems, seek innovative solutions, and communicate clearly throughout the process
• Contribute to a culture of collaboration, continuous learning, and transparency

Requirements

• 5+ years of experience in software engineering with a strong background in architecting and designing performance reporting and analytics systems
• Strong proficiency in performance measurement for equities, fixed income, derivatives, and alternative investments such as private equity and hedge funds
• Completion of or progress towards CFA, CIPM or related performance measurement certification
• Expertise in performance measurement concepts and methodologies, including TWR, Brinson Attribution, GIPS, and Profit and Loss analysis
• Proficiency in working with Relational or Analytical databases, with the capability to optimize queries
• Experience building cloud native applications on AWS/Azure/Google Cloud
• A degree in Finance (relevant to performance measurement), Computer Science, Information Science, or a related discipline
• Willingness to learn about new and develop expertise in varying technologies
• Strong understanding of the value of automated testing at all levels
• Ability to focus on short-term deliverables while maintaining a big-picture long term perspective
• Strong problem-solving skills and an aptitude for tackling complex challenges
• Excellent communication skills and the ability to engage with colleagues at all levels
• A serious interest in having fun at work

Benefits

• Unlimited vacation
• Educational and wellness reimbursements
• $0 cost employee insurance plans
• Opportunities for career advancement
• Participation in Company Stock Plan