Manager, Group Investment Analytics

Key Responsibilities

• Generate performance attribution reports monthly.
• Develop appropriate attribution models and methodologies consistent with the Performance Reporting Standard.
• Create and maintain the required portfolios, strategic benchmarks and asset classifications required for performance measurement.
• Identify and explain anomalies in performance and attribution numbers providing concise rationale to senior management.
• Establish appropriate controls to ensure data completeness.
• Collaborate with other business units and data vendors on data issues and ensure smooth delivery of reports.
• Identify and report bugs in Bloomberg PORT; troubleshoot and implement temporary solutions in case vendor is unable to provide fixes during reporting cycle.
• Provide clarification/explanation on queries from group and local investment teams regarding calculation details and correctness of the performance numbers.
• Update VBA macros used to generate attribution reports if there is any change in the reporting format.
• Identify automation opportunities and liaison with IT support on developing solution to automate processes.

Key Performance Indicators

• Accurate and timely production of monthly performance attribution reports for key business units.
• Successful adoption of transactional attribution and new fixed income attribution models.
• Automation of performance attribution models and reporting.

External & Internal Contacts

• External
  • 3rd party vendors (i.e. Bloomberg)
  • Other Vendors as required.
• Internal
  • Group and Local BU Chief Investment Officers and investment teams.
  • Group and local Investment Operations teams.
  • Group Risk.
  • Group IT.

Decision Making

• Analyse and implement appropriate investment attribution models.
• Recommend to Group CIO adoption of specific investment benchmarks for BUs.

Qualification & Requirements

Qualifications / Experience

• University or equivalent degree in Business, Economics, Finance or Mathematics
• 10-12 years of progressive experience in investment attribution analysis and performance measurement.
• CFA Charterholder, Certificate in Investment Performance Measurement (CIPM) or equivalent is an asset.

Knowledge & Technical Skills

• The role spans all FWD markets and therefore the individual must have excellent communication skills in spoken and written in English.
• Advanced knowledge of Bloomberg Port is required.
• Familiarity with other investment performance systems is an advantage.
• Knowledge of Power BI is an asset.
• Knowledge of a broad range of Investment Assets (i.e., Derivatives, Equities, Fixed Income, etc.) is preferred.
• Knowledge of alternative investment asset classes (i.e. Private Equity / Structured Credit) is an asset.
• Advanced skills MS Excel required.

Competencies

• Analytical mindset and ability to problem solve.
• Ability to preserve in the face of ambiguity or challenging situations.
• Work both as a member of team and independently when required.
• Forward-looking mindset to question status-quo and improve the quality of performance attribution and investment reporting.
• Ability to troubleshoot and reengineer processes.
• Solution first mindset.
• Identify and prioritize tasks to achieve team and individual objectives.

Benefits

No information available.