Santosh Yadav

• Performance attribution calculation & analysis of equity and fixed income asset classes for global institutional clients. Assist and consult with sophisticated institutional clients across various disciplines including Performance Measurement, Risk Analytics, Attribution Analysis, Enterprise-wide risk reporting, Universe Comparison, and Information Delivery services
• Creating and maintain performance data to prepare investment committee reports for Quarterly board meeting which includes attribution commentary and key performance indicators.
• Conduct detailed performance and attribution analysis for both Equity and Fixed Income portfolios, utilizing attribution models to identify key drivers of relative performance. Generate comprehensive monthly attribution reports, including top-down (sector, asset class, and regional allocation) and bottom-up (security-level) analyses. Deliver clear, insightful commentary on performance contributors and detractors, and communicate findings to portfolio managers through structured reports, including portfolio overviews, top/bottom contributors, and strategy-level breakdowns.
• Responsible for reviewing detailed monthly investment performance reports for five key clients, each comprising 300–400 pages of critical data. Oversight included validating performance across strategies, sub-strategies, themes, and sleeves; analyzing top contributing and detracting securities; assessing GICS sector attribution; and evaluating long/short strategies as well as fixed income sleeve attributions to ensure accuracy and alignment with client reporting standards.
• Conducting investment performance measurement, Attribution & risk analysis for single and multi-asset class portfolios by using various databases such as Global Plus, Bloomberg, and FDS DataStream etc.
• Collaborated with the team to support the pitch of performance and attribution services to prospective clients by designing performance reporting templates using simulated data. Built portfolio performance calculations from the ground up using transaction data, holdings, security-level analytics, benchmark indices, and portfolio master files. Conducted rigorous testing and validation of performance and attribution outputs to ensure accuracy and alignment with GIPS-compliant methodologies
• Assisting portfolio managers with quarterly composites reports of the firm with respect to composite/pooled fund creation and per calculation based on GIPS requirement.

Responsibilities includes oversight reviewer for State street joint ventures and providing end reporting to client (one of large asset management in US).

• Performance Fixed income attribution calculation & analysis of equity and fixed income asset classes for global institutional clients.
• Led a team who is involved in Compiling data and supporting documentation GIPS reporting.
• Maintain Statpro composite accounts and conduct first level check to ensure accurate composite reporting for the asset manager.
• Assist a team in pitching performance and Fixed income attribution services to prospective client by creating performance templates with dummy data
• Performed fixed-income performance and attribution analysis across government, credit, securitized, and emerging market portfolios, identifying sources of excess return versus benchmarks.
• Decomposed portfolio performance into yield curve, duration, curve positioning, sector allocation, security selection, carry, and roll-down effects.
• Analyzed spread movements across credit quality, sectors, and issuers to assess contribution from credit selection and sector allocation decisions.
• Partnered with portfolio managers and investment teams to explain monthly and quarterly performance drivers and support investment decision-making.
• Built and maintained attribution models and dashboards using Excel, SQL, Python, or BI tools to enhance accuracy and efficiency of reporting.
• Provide technical expertise on Performance; answer queries related to attribution to end client.(asset management point of contact).

• Led fixed income performance and attribution analysis using FactSet Fixed Income Analytics for multi-sector portfolios across rates, credit, and securitized products.
• Delivered benchmark-relative attribution versus Bloomberg / ICE BofA indices, decomposing excess returns into duration, yield curve positioning, sector allocation, security selection, carry, and roll-down effects.
• Analyzed interest rate movements and credit spread changes to identify primary drivers of portfolio outperformance and underperformance.
• Evaluated portfolio risk exposures including duration, convexity, key rate duration, and spread duration, linking risk positioning to realized performance.
• Delivered benchmark-relative attribution versus Bloomberg / ICE BofA indices, decomposing excess returns into duration, yield curve positioning, sector allocation, security selection, carry, and roll-down effects.
• Analyzed interest rate movements and credit spread changes to identify primary drivers of portfolio outperformance and underperformance.
• Built and maintained custom FactSet attribution reports and dashboards, improving transparency and consistency of monthly and quarterly reporting.
• Conducted issuer-, sector-, and rating-level attribution analysis to assess the impact of credit selection decisions.
• Ensured data quality and reconciliation across holdings, pricing, benchmarks, and corporate actions within FactSet.
• Identified segment-level risk exposures and systematic drift within client portfolios to enhance risk-adjusted performance.

• Reviewing performance measurement calculations and reporting returns for a range of Indices on daily, weekly, monthly and Quarterly basis.
• Ensuring that all investments, trades are flowing correctly in each of the funds or securities in the State street (PNA) systems based on globally accepted Modified Dietz performance method.
• Measuring the Performance of Fund Manager for the Clients based in Korea, Australia and other APAC regions.
• A significant part of experience was in fixed-income performance and attribution, where worked extensively with duration-based risk and return analysis.
• Utilized FactSet Fixed Income Analytics to perform portfolio-level performance and attribution analysis across rates, credit, and securitized portfolios.
• Conducted benchmark-relative return attribution versus Bloomberg / ICE BofA indices, decomposing excess returns into duration, yield curve positioning, sector allocation, and security selection effects.
• Analyzed interest rate and credit spread movements using FactSet to identify key contributors to portfolio performance during volatile market periods.
• Along with Final Performance, reported Fixed income Attribution to end Client that involves all attribution characteristics like asset Allocation Selection, Security selection and various Attributes, also analyzing return reasonability of portfolio return vs. benchmark return.