FactSet Performance Attribution Software Engineer 100% Remote

Analytic Recruiting Inc. is a leading real estate investment firm seeking a FactSet software engineer with hands-on experience in building and enhancing attribution applications. The role involves calculating investment returns, analyzing performance drivers, and working closely with investment professionals to present insightful analysis.

Responsibilities:

• Calculation of investment returns and performance attribution using sophisticated attribution methodologies
• Analyze and explain drivers of performance
• Interacting with investment professionals throughout the firm
• Daily work will involve data creation, report generation, and presentation of insightful analysis to senior managers, portfolio managers, and quantitative analysts. Converting numbers to narrative
• The candidate will be expected to work on strategic projects based on portfolio performance data and work with IT to automate the analysis and reporting of performance data

Requirements:

• 3-7 years FactSet Fixed Income Portfolio Attribution and Performance Modeling experience
• Mastery of the FactSet Performance Solution (FPS) and Portfolio Analysis (PA3)
• Ability to configure fixed income attribution models (e.g., Yield Curve, Spread, and Carry decomposition)
• Experience with securitized products, CMBS (Commercial Mortgage-Backed Securities), and private debt
• Proficiency in SQL, Python, or APIs to automate the ingestion of proprietary real estate data into FactSet's centralized data layer
• Familiarity with metrics like Cap Rates, NAV, and FFO, and how these interact with debt financing in a multi-asset portfolio
• 3+ years of relevant experience in fixed-income and real estate investments with a hedge fund or an asset management firm
• Top university degree (advanced is preferred) in a quantitative discipline (mathematics, statistics, engineering, etc)
• Quantitative abilities, statistical programming skills in Python, SQL, R
• Tableau data visualization skills
• Experience with Brinson, FactSet, Bloomberg PORT, Aladdin, and Risk Metrics
• Superb communication skills
• Master's or CFA preferred