Performance Analyst - EE Role (R coding skills essential)
TALENT ID
CapeTown, South Africa
1d ago
source : Job Placements

In a key support role to the Investment team, the Performance Analyst will be responsible for auditing the existing database and building a performance / attribution system as well as performance calculations and attribution analysis of all funds, classes, benchmarks, and composite returns.

The role covers both performance analysis and ad hoc investment research support to the broader investment research team.

Required qualifications and experience

  • Relevant Honours / Masters Degree (Financial mathematics, Actuarial, Stats orientation)
  • CFA Charter holder or CFA studies Preferred
  • Willingness to study CIPM
  • 1-3 years + experience in a quantitative analysis / research role
  • Understanding of operational workflow, performance and attribution methodologies and portfolio risk statistics
  • An excellent understanding of investment strategies, financial instruments, and markets
  • R coding ability essential. Solid coding skills and good knowledge of ideally R, or Python
  • Duties and responsibilities

  • Audit the existing database and build / develop a new attribution / performance system. R coding skills essential
  • Support the Investment and Business development teams with accurate performance and risk and attribution calculations. Provide efficient and effective investment risk management and performance attribution services to the investment team.
  • Provide meaningful risk analysis and input, and sound data analytics, to support and add value to portfolio managers and investment analysts
  • Quantitative analysis relevant to function as requested by the CIO
  • Ensure effective investment compliance and controls
  • Play a key role in ensuring automation of investment risk and performance attribution processes and reports.
  • Performance reporting

  • Full involvement in the performance cycle
  • Responsible for daily and monthly performance procedure
  • Compile daily performance report
  • Check performance data base monthly
  • Ensure updates for regular performance charts are completed soon after month-end (Risk and return database)
  • Compile retail performance comparisons on monthly basis
  • Monthly / Quarterly Reporting
  • GIPS
  • Maintain GIPS composites and mandate analysis sheet
  • Ensure all new / exiting clients are correctly noted in admin system
  • Review GIPS requirements on ongoing basis and implement in process and maintain the GIPS manual
  • Compile and submit survey data to survey providers as required as well as regulator audits of surveys
  • Idea generation relating to Performance Analysis function as well as continuously evaluating and enhancing performance function
  • Keep abreast of developments in the Investment Risk Management, Data Analytics and related spaces to enable continuing enhancements to risk and performance analyses and processes
  • Ad hoc quantitative / risk-return queries
  • Key Competencies

  • Accuracy and meticulous attention to detail
  • Positive, pro-active team player. Able to work well in a team environment
  • Highly organised with good time management skills
  • Able to handle stress well
  • Self-driven
  • Excellent knowledge of and exposure to the Financial Services Industry with a solid understanding of Regulations
  • Proven organizational skills and ability to handle high volumes with tight deadlines.
  • Analytical
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