Performance Analyst at Eskom Pension and Provident Fund

Description

Input of Investment Performance Data

• Ensure portfolio codes are linked to Portfolio Manager, Asset Manager and Revolution Aggregates.
• Ensure aggregates are updated in Revolution.
• Ensure all benchmark weights and returns have been updated for the current period.
• Maintain aggregate accounts and composite benchmarks.
• Monitor the accuracy of all cashflows and exposure data entered the system.
• Conducts data gathering and analysis, fees, constituent benchmark data, corporate actions, and other market data.

Performance Measurement Calculations and analysis

• Run Investment Performance returns and analyse results.
• Conduct portfolio and fund-level analysis returns and exposure analysis using Revolution (prior knowledge of Revolution (prior knowledge of StatPro advantageous) advantageous).
• Validation of computed returns across various portfolios.
• Application of operational controls.
• Perform internal returns reconciliations against external manager returns.
• Assist in the onboarding of new investments, consultation with the Investment team to understand key investment properties and benchmark requirements.
• Prepare the monthly performance Fund Fact Sheet.
• Prepare and distribute quarterly Investment Reports (Portfolio level and Consolidated level).

Support in the administration of performance reporting

• Perform price validation checks on prices provided by third parties and investigate stale prices.
• Review Daily Investment report and provide commentary on daily market movements.
• Assist in ad-hoc internal valuations and performance measurements for internal purposes.

Support Portfolio Managers

• Receive Asset Manager Investment report and reconcile all movements.
• Carry out research and additional analysis as and when required.
• Support Performance and Attribution Analyst in running monthly performance attribution reports.
• Create adhoc reports in response to new business requirements.
• Input into the daily market value report by incorporating benchmark data.

Support the Investment Administration team with projects and initiatives as required

• Assists with preparation of various internal and external audit schedules.
• Participates in strategic projects and when required.
• Assist Internal Passive Managers in portfolio rebalancing and monitoring.

REQUIRED MINIMUM EDUCATION/TRAINING

• Relevant bachelor’s degree essential and CIPM qualification would be advantageous.

REQUIRED MINIMUM WORK EXPERIENCE

• At least 5 years job-related experience