Performance and Attribution Analyst - Cape Town, South Africa - Adcorp Holdings

Adcorp Holdings

Verified Company

Cape Town, South Africa

2 weeks ago

Posted by:

Thabo Mthembu

beBee Recruiter

Roles and Responsibilities

Data maintenance and reporting, including:

Ensuring the coordination and sanitisation of data in the performance and attribution systems;
Calculating performance and providing timely delivery of daily, monthly, and/or quarterly performance, attribution, risk, and custom reports to clients;
Summarising the results where required for the Investment and/or Executive committee report, and other highlevel reporting;
Providing performance commentary across various portfolios;
Auditing and verifying the accuracy of portfolio accounting data and reports;
Reconciling and explaining performance variation/s and difference/s against benchmarks and other asset managers; and
Constructing and maintaining custom benchmarks and composites.

Analysis, including:

Analysing client portfolios or assets within their portfolios so as to explain performance and attribution variances;
Analysing the portfolio structure and component returns; explaining changes between a portfolio and its benchmark;
Assisting with the development of new risk reporting requirements of the Risk Management team;
Monitoring market indicators;
GIPS:
Analysing and reporting on GIPS performance;
Assisting with the implementation of processes that are compliant with policies;
Involvement in projects to streamline and improve the GIPS process; and
Analysing and preparing attribution reports and graphs.
Assisting with the calculation of performance fees for certain fund mandates.
Assisting the Business Development team with the new client take-on process, in terms of the benchmark and composite.
Supporting the Client Services team with performance or valuation-related client queries.
Assisting the Performance and Attribution team in delivering on key operational project initiatives and process improvements.
Assisting and providing input to the Investment Operations team regarding unlisted instrument valuations, where required, and daily unit price checking and confirmation.
Ensuring processes and procedures are adequately documented and monitored.

Job Requirements

Skills, knowhow and experience:
Understanding of financial markets and investments;
MS Office specifically MS Excel intermediate to advanced level;
Experience in using StatPro Fixed Interest is advantageous but not necessary; and
2 years performance/quantitativerelated experience in an asset management environment.
Technical/ professional qualifications:
B Com (with quantitative focus modules) or BSc (with Mathematics, Statistics or similar); and
Key behaviours and competencies:
Analytical thinking;
Problem solving skills;
Aptitude for building and maintaining relationships;
Aptitude for teamwork and collaboration;
Quality orientation (includes attention to detail);
Ability to be client focused;
Stress tolerance;
Good communication skills, both written and verbal;
Capacity for initiating action;
Planning and organising skills;
Results orientation; and
Integrity.