Referment

BI and data analyst in investment management

In short

This role involves owning data, reporting and automation initiatives for a specialist investment management and advisory firm operating in London and Dubai, covering investment, client, risk, treasury, P&L and management reporting. It requires 3–5+ years of hands-on experience within a hedge fund, asset manager, family office, investment bank or similarly data-intensive financial environment, with strong practical skills in SQL, Power BI/DAX, Python, APIs/JSON, ETL/ELT and data modelling. The team is small and experienced, so the role demands high autonomy, ownership of loosely defined problems from design through to ongoing support, and comfort integrating data across multiple systems and counterparties (private banks, custodians, fund administrators, brokers, market-data providers).

About the Role
Referment is working with a specialist investment management and advisory firm to hire an Investment BI & Data Analyst into its London team. This is a particularly interesting opportunity for someone who sits at the intersection of investment data, technology and financial markets and wants considerably more ownership than a traditional BI or reporting role. The firm operates across London and Dubai, with a small, experienced team where technology, data and automation are central to the way the business operates.
Responsibilities
You'll take ownership of data, reporting and automation initiatives across the business, helping to design the data architecture underpinning investment, client, risk, treasury, P&L, exposure and management reporting.
•Designing and maintaining data models and architecture
•Building automated data pipelines and integrations
•Working with APIs, structured files and external data feeds
•Developing automated reporting and analytics
•Data validation, reconciliation and transformation
•Building interfaces into Power BI and other internal tools
•Reducing reliance on spreadsheets and manual processes
•Creating monitoring and exception processes around critical data flows
Requirements
You'll be expected to understand how data moves through an investment business, determine how it should be structured and controlled, and build reliable, scalable solutions around it. You'll work with data covering trades, positions, cash, securities, portfolios, market data and accounting, integrating information from systems and counterparties including private banks, custodians, fund administrators, brokers and market-data providers.
We're particularly interested in candidates with strong practical experience across SQL, Power BI/DAX, Python, APIs/JSON, ETL/ELT, data modelling and automated data pipelines.
Crucially, you'll need 3–5+ years' experience within a hedge fund, asset manager, family office, investment bank, financial technology business or similarly data-intensive financial environment. Given the size of the team, this will suit someone who is hands-on, curious and highly autonomous. You should be comfortable taking a loosely defined problem, getting into the underlying data and owning the solution through design, build, testing, documentation and ongoing support.
Nice to Have
If you've built investment data solutions rather than simply consumed them, we'd be particularly interested in speaking with you.
Conditions
No conditions specified in the posting.

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