<p>A leading real estate investment firm is seeking an experienced Fixed Income Performance Attribution Analyst with hands-on experience with Fixed Income Portfolio Analytics and building yield curves. This role is for someone who is currently embedded inside an asset manager working as a Fixed Income Performance Attribution Analyst.</p><p><br></p><p>This firm is expanding its investment capabilities across real estate assets, structured products, and both residential and commercial real estate mortgages and lending.</p><p><br></p><p>As part of this growth, they are implementing more robust <strong>Fixed Income Portfolio Analytics and Performance Attribution</strong>, and are looking for someone with deep experience developing, extending, and integrating applications such as FactSet attribution solutions. There is a priority for someone who can explain why the performance occurred, not just how the application works.</p><p><br></p><p>This Candidate should have (3-7 years) <strong>Fixed Income Portfolio Attribution and Yield Curve Modeling experience</strong> and a strong understanding of the Yield Curve, Spreads, and Duration changes that can impact the performance of a large commercial and residential real estate investment portfolio. </p><p><br></p><p><strong>Responsibilities Include:</strong></p><ul><li>Calculation of investment returns and performance attribution using sophisticated attribution methodologies</li><li>Analyze and explain drivers of performance</li><li>Interacting with investment professionals throughout the firm.</li><li>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.</li><li>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.</li></ul><p><br></p><p><strong>Requirements:</strong></p><ul><li>Must be able to configure fixed income attribution models (e.g., Yield Curve, Spread, and Carry decomposition).</li><li><strong>Fixed Income Specialization:</strong> Experience with securitized products, CMBS (Commercial Mortgage-Backed Securities), and private debt, which are critical for real estate-focused firms.</li><li><strong>Technical Skills:</strong> Proficiency in <strong>SQL</strong>, <strong>Python</strong>, or <strong>APIs</strong> to automate the ingestion of proprietary real estate data into fixed income attribution models.</li><li><strong>Real Estate Domain Knowledge:</strong> Familiarity with metrics like <strong>Cap Rates</strong>, <strong>NAV</strong>, and <strong>FFO</strong>, and how these interact with debt financing in a complex investment portfolio.</li><li>The role is 100% REMOTE</li><li>Master's or CFA preferred</li><li>The role requires superb communication skills.</li><li>This is an opportunity to work for one of the best-managed investment funds in the United States.</li></ul><p><strong>Requirements</strong></p><ul><li>The applicant must have 3+ years of relevant experience in fixed-income and real estate investments with a hedge fund or an asset management firm.</li><li>This position requires a top university degree (advanced is preferred) in a quantitative discipline (mathematics, statistics, engineering, etc),</li><li>Master's or CFA preferred</li><li>The role requires quantitative abilities, statistical programming skills in Python, SQL, R.</li><li>Tableau data visualization skills are required</li><li>The role requires experience with Brinson, FactSet, Bloomberg PORT, Aladdin, and Risk Metrics</li><li>The role requires superb communication skills.</li></ul><p>The company offers an attractive compensation and benefits package.</p><p><br></p><p><strong>Keywords:</strong> FactSet, Performance Analyst, Attribution, Brinson, Fixed Income, Real Estate Portfolio Management, Python, Bloomberg, Investment Performance Reporting</p><p><br></p><p>Please send resumes to Jim Geiger: [email protected]</p>