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.
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
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
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
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.