The role is focused on providing accurate, timely and insightful attribution analysis for all fixed income funds across the RBC BlueBay platform. The successful candidate will work closely with Portfolio Managers, the Risk Team and other stakeholders within the firm to help explain what is driving returns across our funds, monitor and analyse performance drivers and help enhance investment decision making.

Attribution Analysis and Reporting

• 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, helping investors understand how we generate returns
• Ensure data integrity and proactively identify and resolve any discrepancies
• Participate in sharing attribution insights and drivers on a regular basis with the Risk Team
• Assist with client reporting, RFP requests and ad hoc queries from various stakeholders
• Production of monthly fund commentary based on analysis

Attribution project

• Maintain and enhance the attribution model, ensuring accuracy, consistency and alignment with investment processes
• Contribute to enhancements in attribution logic and calculations – make attribution faster and smarter
• Contribute to any testing, approval and further analysis as required by the project
• Contribute to process improvement and automation initiatives to enhance efficiency and scalability
• Liaise with front office development and data teams to improve system functionality and reporting tools

Skills and Experience:

• 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
• Experience with performance measurement and attribution concepts a plus
• Proficiency/ interest in attribution methodologies a plus (E.g. Brinson analysis, Credit/Duration/Yield curve decomposition)
• Strong attention to detail and ability to work under pressure to meet deadlines
• Bloomberg terminal exposure a plus
• 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)

Job Skills

Additional Job Details

Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

Our Employment Opportunities

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.

RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.