Brief description

The purpose of this position is to provide specialist knowledge and manage, analyse, and attribute performance measures to the investment portfolios of the Organisation’s.

Detailed description

The successful candidate will be responsible for, but not limited to, the following key performance areas:

• Lead the measurement, attribution, and analysis of the investment performance of the portfolios.
• Lead the formulation and implementation of the strategic asset allocation (SAA) and risk budgeting processes.
• Maintain the investment performance measurement and attribution models and generate appropriate analysis to ensure that the drivers of portfolio performance are understood.
• Report on the performance of portfolios and risk-adjusted ratios and provide management information for escalation to senior management.
• Conduct research on market developments and apply findings to performance reporting as necessary.
• Perform accurate pricing and valuation of various financial instruments.
• Maintain business relationships with experts within the financial markets industry.
• Manage ad hoc internal and external client queries, reporting and administrative matters.
• Stay abreast of all methodological developments and industry best practice relevant to the areas of work and discipline.
• Oversee the systems employed in the unit and keep abreast of technology improvements pertaining to the team’s functions.
• Evaluate and review financial risk and reserves management policies and processes, including asset allocation strategies, and ensure compliance with relevant policies.
• Make convincing presentations to senior forums where relevant.
• Support on-the-job training for junior analysts.

Job requirements

To be considered for this position, candidates must have:

• An Honours Degree in Finance, Engineering, Investment Management, Risk Management, Econometrics, or other related fields, with Mathematics, Statistics, or Investments as majors; and
• Seven to ten years’ relevant work experience in the investment management industry or other financial institution, with at least five years in investment portfolio management, financial risk management or various aspects of financial markets.

Additional requirements include:

• Keeping abreast of industry developments and in-depth knowledge of best practice performance measurement and attribution related to investment management.
• Strong knowledge of global fixed income, equity and derivatives and alternative products and how they are modelled and traded.
• Strong knowledge of investment risk and other mathematical concepts and methods used to calculate investment performance.
• Being a team player with good interpersonal and conflict management skills, as well as analytical and conceptualisation abilities; attention to detail, strong initiative, and drive; proficiency in English, both written and spoken; and problem-solving skills.
• Proven quantitative and qualitative analytical skills, including familiarity with financial modelling techniques.
• Proven capacity to multitask, deliver high quality results, and to respond quickly and effectively to requests.
• Good report-writing and presentation skills and ability to develop and maintain good working relationships with stakeholders.
• Quantitative modelling skills; and
• Proficiency in Microsoft Office products.

The following will be an added advantage:

• Chartered Financial Analyst (CFA), Certificate in Investment Performance Measurement (CIPM), Professional Risk Management (PRM) or Financial Risk Manager (FRM) qualification and project management skills.
• Knowledge of Global Investment Performance Standards (GIPS®); and
• Intermediate coding skills in VBA, R, Python or Matlab.