Attribution Analyst (12 month Fixed Term Contract) at Royal Bank of Canada | GB | Rezi

Attribution Analyst (12 month Fixed Term Contract) at Royal Bank of Canada

Attribution Analyst (12 month Fixed Term Contract)

Royal Bank of Canada · GB

4 days ago

Attribution Analyst (12 month Fixed Term Contract)

Royal Bank of Canada · GB

5 days ago
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About the Role

This role focuses on providing accurate, timely, and insightful attribution analysis for all fixed income funds on the RBC BlueBay platform. The successful candidate will collaborate with Portfolio Managers, the Risk Team, and other stakeholders to explain return drivers, monitor performance, and enhance investment decision-making.

Responsibilities

  • Deliver clear, accurate attribution analysis for all RBC BlueBay Fixed Income funds.
  • Aid in the checking, investigation, and reconciliation of attribution data.
  • Collaborate with portfolio managers to provide insights on fund performance, decomposing returns into key drivers.
  • Produce accurate monthly and ad-hoc attribution for fund managers and clients.
  • Ensure data integrity and proactively identify and resolve any discrepancies.
  • Participate in sharing attribution insights and drivers with the Risk Team.
  • Assist with client reporting, RFP requests, and ad hoc queries.
  • Produce monthly fund commentary based on analysis.
  • Maintain and enhance the attribution model, ensuring accuracy, consistency, and alignment with investment processes.
  • Contribute to enhancements in attribution logic and calculations.
  • Contribute to testing, approval, and further analysis as required by the project.
  • Contribute to process improvement and automation initiatives.
  • Liaise with front office development and data teams to improve system functionality and reporting tools.

Requirements

  • Knowledge/interest in fixed income markets, instruments, and portfolio management concepts.
  • Strong quantitative and analytical ability.
  • Excellent communication skills, able to explain complex concepts to both technical and non-technical stakeholders.
  • Interest in working with and interpreting vast amounts of data.
  • Coding experience (Python) and experience with automation.
  • Strong attention to detail and ability to work under pressure to meet deadlines.
  • Relationship management and excellent soft skills.
  • Ability to manage multiple priorities at once.
  • Progressing or interest in working towards a professional qualification (e.g., CFA, CIPM).

Skills

  • Business Process Design
  • Critical Thinking
  • Economic Analysis
  • Financial Derivatives
  • Financial Instruments
  • Fraud Risk Management
  • Industry Knowledge
  • Investment Risk Management
  • Risk Control
  • Risk Management
  • Python
  • Performance measurement
  • Attribution methodologies
  • Brinson analysis
  • Credit decomposition
  • Duration decomposition
  • Yield curve decomposition
  • Bloomberg terminal exposure
  • CFA
  • CIPM

Location

  • London, United Kingdom

Work Type

  • Full time
  • Contract (Fixed Term)

About the Company

  • At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One RBC.
  • We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world.
  • Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities.
  • RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.