Our client, a progressive global Asset Manager is looking to hire a Senior Performance professional to work within the Risk & Performance function and provide support to the broader business, including the Investment Teams, Client Services, Marketing and Sales Support.
Role & Responsibilities
- The ideal candidate would be a self-motivated team player with the skills to lead a team. Attribution knowledge for equities and fixed income is essential; knowledge of other asset types (e.g. derivatives) is advantageous.
- Daily and monthly calculation of performance returns.
- Providing full attribution analysis to portfolio managers, explaining any differences between portfolio and benchmark returns.
- Calculate, validate and distribute portfolio and benchmark characteristics, such as sector, credit and duration distributions.
- Ensuring all performance data required for scheduled reporting is calculated accurately to meet external client reporting deadlines.
- Providing accurate performance related data to senior management to help identify performance trends.
- Creation and monitoring of internally used indices/benchmarks, used where a fund’s performance cannot be measured against a traditional index or benchmark due to the composition of assets within the fund
Experience & Qualifications
- Advanced Knowledge of performance measurements concepts ideally gained from within the asset management arena.
- Advanced experience of performance systems (e.g. Factset, Barclays Point, UBS Delta, RiskMetrics, Bloomberg Port).
- Thorough understanding of performance calculations and methodologies.
- Attribution knowledge for equities and fixed income is essential; knowledge of other asset types (e.g. Derivatives) is advantageous.
- Strong problem-solving and analytical skills to interrogate portfolio data to identify and attribute differences in performance returns
- Interpreting and articulating investment performance, attribution and ex-post risk results for a diverse range of portfolios to clients.
- Understanding of performance and attribution product trends, including models and GIPS
Please note that due to the high volume of applicants responding to our adverts we are regrettably not able to feedback on all applications; only successful candidates will be contacted.