Performance Engineer - Performance Analytics

You'll work closely with our quant and engineering teams to analyze differences between modeled and actual portfolio returns, and conduct performance attribution - helping to identify root causes, validate fixes, and strengthen the robustness of our performance analytics.

Key Responsibilities and Duties
Investigate and reconcile account-level and benchmark performance data across internal models, benchmark systems, and custodian data.
Analyze benchmark definitions, blending logic, and drifted allocations to ensure consistency with expected outcomes.
Build diagnostic scripts in Python and structured queries in SQL to isolate and document root causes of deviations.
Collaborate with engineers to translate findings into long-term system updates and validation rules.
Develop and maintain data-quality dashboards, audit trails, and investigative documentation.
Partner with portfolio management, operations, and engineering teams to improve transparency and trust in performance reporting.