Performance & Attribution Analyst

Futuregrowth

Western Cape
Permanent
Full-time

9 days ago

Who is Futuregrowth?Futuregrowth has been South Africa’s leading developmental, responsible and fixed- income investor for over 25 years. We manage a range of fixed interest and development funds and play a key leadership role in the South African asset management industry. We are committed to investing our clients’ funds in a responsible manner, with the interests of our clients always coming first.Purpose of the positionThe candidate must be able to calculate, analyse, report on and interpret complex fixed income portfolio performance and attribution on various funds to the Investment team and clients.Key responsibilities of the position1. 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 high-level 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.

2. 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.

3. Assisting with the calculation of performance fees for certain fund mandates.
4. Assisting the Business Development team with the new client take-on process, in terms of the benchmark and composite.
5. Supporting the Client Services team with performance or valuation-related client queries.
6. Assisting the Performance and Attribution team in delivering on key operational project initiatives and process improvements.
7. Assisting and providing input to the Investment Operations team regarding unlisted instrument valuations, where required, and daily unit price checking and confirmation.
8. Ensuring processes and procedures are adequately documented and monitored.Skills, know-how 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
2+ years performance/quantitative-related experience in an asset management environment.

Technical/ professional qualifications:

B Com (with quantitative focus modules) or B Sc (with Mathematics, Statistics or similar)
CFA/CIPM candidacy advantageous but not necessary

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
Integrity.

Recruitment process:Selected candidates will need to attend a series of competency-based interviews/ activities and a psychometric assessment.

Futuregrowth

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