Performance & Risk Insight Analyst - Centurion at Momentum Metropolitan Holdings Limited

Role Purpose    

• Verify, analyse and provide insight regarding investment performance and risk in order to support business decision making.

Requirements    

• Honours degree in Investments Management, Economics, Finance, Mathematics or Statistics. 
• An advantage if studying towards or have passed Certificate in Investment Performance Measurement (CIPM). Chartered Financial Analyst (CFA) or Financial Risk Management (FRM) exams.
• 6 years investment analysis experience. 
• Understanding of investment performance calculation principles.
• Exposure to analysing and interpreting performance results to find/propose solutions to find/ propose solutions to findings.
• Investment Performance Attribution Analysis (Balanced, Equity and Fixed Income).
• Asset Allocation experience.
• Stress Testing/ Scenario Analysis beneficial.
• Business Intelligence charting of quantitative analytics beneficial.
• Financial commentary.
• Analytical, risk management as well as problem solving skills.
• Experience using Sylvan or other performance and attribution systems.
• Keep abreast of Global Investment Performance Standards (GIPS) and identify opportunities to incorporate GIPS principles within investments. 
• Knowledge of MSCI Barra Risk or other ex-ante risk systems. 
• Advanced Excel/Power Pivot, Microsoft Power BI/Dax, data integration or financial/statistical modelling tools beneficial.

Duties & Responsibilities    

• Perform detailed analytical and statistical review of the key return and risk drivers (both ex- post and ex-ante) of portfolios/benchmarks at the portfolio level, asset class level, manager level and instrument level.
• Verify and analyse the accuracy of investment performance data and resolve any variances. 
• Quality assure data to ensure that no transactions are missing or are incorrectly accounted for and resolve discrepancies.
• Analyse and report the performance of investment portfolios to various stakeholders. 
• Analyse investment attribution, identify trends and provide insights and recommendations to various portfolio managers and stakeholders.
• Gather and interpret relevant data to resolve stakeholder queries.
• Deliver accurate and meaningful performance reports, insights and commentary within agreed timeframes. 
• Generation of reports which maximises the efficiency and usefulness of the report formats or measures. 
• Provide stakeholders with investment performance analysis and insights regarding factors behind performance return and comparisons against peers or benchmark.
• Analyse and investigate portfolio risk attribution based on risk appetite and mandate, ensuring that any potential breaches are raised with the relevant stakeholders.
• Data automation and streamlining of processes to ensure timely delivery of reports.
• Attend and convene meetings where necessary to optimise delivery of responsibilities. 
• Preparation of Asset Allocation file which is used for the purposes of cash flow rebalancing by portfolio managers. 
• Calculate net returns using portfolio manager fees based calculated/supplied by the finance team.
• Engage with stakeholders to identify changing client needs and make recommendations to align service offering with client needs.
• Positively influence and participate in change initiatives.
• Continuously develop own expertise in terms of professional, industry and legislation knowledge.
• Contribute to continuous innovation through the development, sharing and implementation of new ideas.

Competencies    

• Strategic thinking: Creates competitive and breakthrough strategies to drive short term profitability and long-term business growth and shareholder value.
• Client/ Stakeholder Commitment: Anticipates, meets and exceeds client’s needs by creating long lasting relationships that support the client value proposition, supports their financial wellness and ensures client centricity.
• Collaboration: Prioritises the business interests of MMI and invests in the success of the group by aligning effort across divisions.
• Impact and Influence: Persuades, convinces, influences and inspires others, both within MMI and externally to win support, loyalty and gain commitment to the purpose of MMI.