INVESTMENT RISK & PERFORMANCE ANALYST

PURPOSE OF THE ROLE

Based in Cape Town and reporting to the Head of Investment Performance and Risk, the Investment Risk & Performance Analyst will contribute to the provision of performance and attribution and ex-post reporting and ex-ante risk analysis and reporting to the Investment and Client Relationship Management teams both for fund and client portfolios. The individual will challenge and help develop improved processes and contribute to the performance and investment risk element with respect to new system implementation and merging processes from legacy businesses.

PRINCIPAL ELEMENTS AND ACCOUNTABILITIES

• Assist the senior risk analyst with BAU and ad-hoc ex-ante risk analysis and reporting for internal investment managers and Client Management Team.
• Undertake general performance measurement tasks: calculate, review and verify performance and attribution data, ensuring accuracy and timely report delivery in accordance to GIPS standards.
• Calculate composite performances and interpret attribution analysis on a variety of Equity and Fixed Income funds using Bloomberg and Morningstar.
• Produce ex-post risk and performance metrics as per client mandates and/or ad-hoc requests, including: Volatility, Tracking Error, Sharpe and Information Ratio.
• Take a holistic view of performance and investment risk across Group investment management with respect to improving processes.
• Contribute towards regular monthly ex-ante Risk reporting for the Risk & Controls Committee.
• Assist maintaining systems and databases to ensure the accuracy and integrity of static and time series data across all portfolios, benchmarks and other performance data.
• Contribute to the performance and investment risk element with respect to new system implementation
• Manage the maintenance of the investment risk system to deliver multi-asset and single asset portfolio risk and fund data. Maintain the current reporting from APT (risk system).
• Work with the investment team developing functionality in Bloomberg PORT and APT.
• Contributing to the process for checking and analysis of performance of all investment account’s on a monthly basis. Providing individual client performance and benchmarks in a clear and effective way.
• Managing production of performance contribution and attribution ad ex-post analysis and reporting on client portfolios and Company's internal funds and models.
• Write commentaries to explain asset allocation, currency performance and performance from hedging positions and derivatives.
• Contribute to the planning around implementing performance aspects of new portfolio management systems.
• Responsible for adhering to the operating procedures and policies
• Responsible for adhering to the operating procedures of the business as written and of providing enhancements and changes to the procedures as and when identified. It is essential that any such changes are properly documented immediately.
• Use task management software for managing deliverables and aiding communication.
• Own and manage the ARC submission function and performance return analysis.

QUALIFICATIONS AND EXPERIENCE

• Educated to degree level or equivalent
• Excellent understanding of Performance methodology
• Advanced Microsoft Excel skills (VBA and Macro skills are an advantage)
• Proficient in use of Bloomberg and Morningstar and Factset
• Good understanding of Bloomberg PORT and/or APT or other risk system
• Private Equity knowledge an advantage but not essential
• Experience of working with SRL & SS&C Advent APX PMS would be an advantage but not essential.