Position Summary:
Verify, analyse and provide insight regarding investment performance and risk in order to support business decision making.
Key Responsibilities:
- Analyse and report the performance of investment portfolios to various stakeholders.
- Deliver accurate and meaningful performance reports, insights and commentary within agreed timeframes.
- Preparation of Asset Allocation file which is used for the purposes of cash flow rebalancing by portfolio managers
- Attend and convene meetings where necessary to optimise delivery of responsibilities
- Generation of reports which maximises the efficiency and usefulness of the report formats or measures.
- Analyse investment attribution, identify trends and provide insights and recommendations to various portfolio managers and stakeholders
- Data automation and streamlining of processes to ensure timely delivery of reports
- Gather and interpret relevant data to resolve stakeholder queries.
- Provide stakeholders with investment performance analysis and insights regarding factors behind performance return and comparisons against peers or benchmark.
- Analyse and investigate portfolio risk attribution based on risk appetite and mandate, ensuring that any potential breaches are raised with the relevant stakeholders
Required Education & Experience:
- Stress Testing/ Scenario Analysis beneficial
- Investment Performance Attribution Analysis (Balanced, Equity and Fixed Income)
- Advanced Excel/Power Pivot, Microsoft Power BI/Dax, data integration or financial/statistical modelling tools beneficial
- Keep abreast of Global Investment Performance Standards (GIPS) and identify opportunities to incorporate GIPS principles within investments.
- Asset Allocation
- Exposure to analysing and interpreting performance results to find/propose solutions to findings
- A plus if studying towards or have passed Certificate in Investment Performance Measurement (CIPM). Chartered Financial Analyst (CFA) or Financial Risk Management (FRM) exams.
- Understanding of investment performance calculation principles
- Business Intelligence charting of quantitative analytics beneficial
- Analytical, risk management as well as problem solving skills
- Portfolio Valuations including equities, bonds, derivatives and private equity/alternatives
- Knowledge of MSCI Barra Risk or other ex-ante risk systems.
- Degree in Investments Management, Economics, Finance, Mathematics or Statistics
- Financial Commentary
- Experience using StatPro or other performance and attribution systems.
- 3 years investment analysis experience