Portfolio Analytics - Data Engineer

Investment Portfolio Analytics - Senior Associate
Full Time (No 3rd Party Resumes)
Remote

About the Role:

The Senior Associate, Investment Analytics will support the ownership of data and analytics used by quantitative models across Core and Alternative Assets. This includes working with internal and external data sources, identifying critical elements within these sources, transforming the data into useable format and loading them into quantitative models for investment portfolio analytics.

Job Responsibilities:

• Core Portfolio: Develop, maintain, and validate pipelines for ingesting core assets data within Arcesium data platform. Transformation of data to produce IBOR for supporting/producing core asset analytics.
• Alts Portfolio: Develop, maintain, and validate Power BI datasets/dataflows for Alternative Investments within Fabric. Support and enhance current process of code changes, deployments and production support responding to critical business queries.
• Liaise with key stakeholders - Vendors, Regional and Alternative Investment Teams, Risk, Capital Management, Investment Accounting, and Treasury for investments related data and forecasts.
• Develop & maintain reports/dashboards/paginated reports that capture key Investment analytics for Board and Investment Committee ( "IC ) materials.

The ideal candidate for this role will have strong hands-on experience of developing and managing investment data infrastructure, reporting using Power BI, and building pipelines that support ingestion of data from various sources. They must possess critical technical skills that are essential for success in the role: Advanced SQL, Power BI / Fabric, DAX, Power queries, and Dashboards/Visualization.

The individual must have a strong desire to build, enhance, and support a next generation asset modeling and analytics engine built on the Microsoft Power Platform (Power BI, Power Apps, Power Automate, Microsoft Teams, and Microsoft Azure cloud). Strong hands-on Power BI development experience is required (Tableau/Qlik/Microstrategy professionals with beginner or limited Power BI / Power Platform experience will not be considered).

Key Accountabilities

• Build, maintain, and enhance Investments Data warehouse (Arcesium) for ingesting data of core assets from various stake holders. Building pipelines and dependencies within Aquata (Arcesium data management platform) for producing IBOR and supporting/producing key analytics for performance attribution and IC reporting.
• Work in close co-ordination with business teams to provide analytical and quantitative solutions for Alternatives and Non-Core investments.
• Support Head of Portfolio Analytics in achieving Investment team's overarching mission of identifying, modelling, measuring, and reporting of the investment portfolio strategy, positioning, and performance.
• Build, maintain, and enhance existing Power BI power queries, DAX measures, datasets, dataflows, online and paginated reports, and dashboards for Alternatives and Core assets. Optimize Alternative investments data pipelines and ensure data quality pulled from multiple sources into our cloud-based Investment Data and Analytics Platform.
• Provide solutions to capture, track, and update security master information, commitments schedule by entity, fund documents, call notes, fund returns, manager scorecard data, monitoring status, statement status, compliance status etc. on private equity funds, co-investments, hedge funds, long-only funds.

The successful candidate will have:

• 3-5 years relevant experience in computer or software engineering, applications/systems development, data engineering, data science, data analysis at an investment manager/insurance company, pension plan, endowment, custodian, fund administrator, investments system vendor, investment consultant or financial services firm.
• Bachelor's Degree in Computer Science, Engineering, Math, Finance, or Science.
• Strong technical, analytical and communication skills.
• Fluent in dimensional and data modelling. Working knowledge of Advanced SQL and building pipelines for ETL processes.
• Demonstrable experience and knowledge of Power BI development including Power Query and Dataflows, designing Power BI datasets, and highly proficient in writing DAX measures.
• Data visualization skills in Power BI and demonstrated experience with Conditional Formatting, Tool Tip pages, Drill Through pages, Bookmarks, and Buttons etc.
• Proficiency with Advanced Excel, MDX or CUBE Functions in Excel (CUBSET, CUBEVALUE, CUBEMEMBER), and experience setting up Excel dashboards connected to Power BI datasets.
• Exposure to General Asset management for Insurance industry with knowledge on risk metrics, performance analysis/attribution.
• Functional knowledge of alternative investments and analytics such as Commitments, NAV, TVPI, DPI, IRR, Time Weighted Returns etc. will be a plus.
• Proficiency in data storage, query, and reporting/analytics optimization.
• Comfortable creating business and technical requirement documents, conducting technical impact analysis, creating development estimates, and assessing project risk.
• Ability to read, write and develop to technical requirements.
• Ability to co-ordinate with external vendors, asset managers, IT support.
• Ability to partner closely with Technology, Finance, Treasury, and other functional teams across the company.
• Experience with paginated reports (Report builder).
• Experience with advanced scripting in Tabular Editor 2.0, and knowledge of DAX Studio a plus.
• Experience with VBA, SQL, Python, Report builder and/or other data analysis / programming languages a plus.
• Ability to work collaboratively with cross functional teams and departments.
• Ability to prioritize, manage and execute on multiple projects in a high performance, collaborative environment.
• Detail-oriented approach and demonstrated track record of problem solving in a team-based, results-focused environment.
• Passion for continuously improving existing capabilities and strong desire to help support business growth.
• Excellent communication skills.
• Progress towards CFA or CAIA is a plus.
• Prior experience/exposure working with Arcesium Data platform (Aquata) is a plus.
• Familiarity with Clearwater accounting system is a plus.