• Key Responsibilities:

  • Support the Head of Marketing and Business Services in meeting overall functional objectives by delivering:

Performance Analytics / Attribution

  • Produce monthly performance attribution reports / package for the investment teams;
  • Conduct performance deep dives to identify performance drivers for Senior Management;
  • Provide accurate and timely responses to portfolio analysis queries / attribution request for external client reporting/RFPs;
  • Calculate ex-post Tracking Error, Information Ratio, Volatility and Sharpe Ratios and Portfolio characteristics analysis;
  • Work closely with external vendors to continually enhance internal attribution reports and analytics;
  • Provide oversight and support to the production of proprietary Smart Beta Fixed Income benchmarks
  • Be an expert in asset classes he/she covers (understand how security level PnL is calculated, including complex derivatives); and
  • Build strong working relations with investment managers and business support team across different offices / regions.
  • Work closely with our external third party providers to ensure accurate and timely daily/monthly performance data

Develop and Enhance Performance Processes

  • Understand transactional activity within an account and how it translates into performance;
  • Become a SME in underlying attribution systems, data feeds, conventions, rules, and attribution models;
  • Build Lead monthly reconciliation process to ensure accuracy in performance numbers in attribution systems;
  • Troubleshoot and provide answers on performance queries to internal and external interested parties;
  • Work closely with technology resources monthly reconciliation and quality checks (using SQL, VBA as appropriate);
  • Establish and document defined processes, procedures, quality standards, quality thresholds and system conventions.

Other Projects

  • Assist / serve as a back-up in GIPS Composite management and maintenance in StatPro;
  • Assist in developing a framework for fund peer group tracking and periodic reporting;
  • Assist in proprietary benchmarks / index performance measurement and quality checks; and
  • Assist in other projects as assigned.
  • Risk

Adhere to and understand reputational risks to the Company and the client resulting from marketing initiatives or successful conclusion of transactions.

  • Counterparties and clients

Liaise with market counterparties and have active dialogue with key clients.

  • Communication

Key Internal Contacts

  • Business Line Management
  • Team members
  • Sales Teams
  • Investment Teams

Key External Contacts

  • Current and prospective clients
  • Performance/Attribution system providers
  • Third party performance measurement provides
  • Custodians
  • Consultants and other influential industry contacts and bodies

  • Systems Used

Internal Microsoft Office, Outlook

External Bloomberg, Barclays Point, Statpro, Factset, MorningStar

  • Legal and Regulatory Responsibilities

  • Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the Compliance manual and Compliance policies and procedures as issued from time to time: Financial Security requirements, including but not limited to, the prevention of Financial Crime and Fraud including reporting obligations to the Money Laundering Reporting Officer.
  • Maintain appropriate knowledge to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence.