Performance & Risk Analyst (Asset Management)

Aquarius Specialist Recruitment; Cape Town; On-site; ZAR 400,000 - 600,000; Full time

Job summary

A leading boutique Asset Management company in Cape Town seeks a skilled Risk & Performance Analyst. The role involves overseeing performance measurement, risk management, and ensuring compliance with regulatory requirements. Candidates should have strong analytical skills and experience in financial data reporting.

Qualifications

• Experience in risk management and performance analysis is crucial.
• Familiarity with GIPS compliance and regulatory reporting.
• Proficiency in data analysis tools and reporting software.

Responsibilities

• Oversee the performance measurement and attribution processes.
• Conduct risk modelling and scenario testing.
• Prepare performance and risk reports for internal stakeholders.

Skills

Analytical Skills

Risk Management

Performance Measurement

Data Analysis

Communication

Tools

Bloomberg PORT

Power BI

Tableau

Job description

Our client is a highly regarded Boutique Asset Management company based in Cape Town – due to a restructuring and reengineering process they now have the requirement for a skilled and experienced Risk & Performance Analyst, this new role will comprise the following job duties.

1. Performance Measurement & Attribution | Oversee theend-to-endperformancecalculation and reporting process.

Objective:To calculate and explain portfolio returns accurately and provide attribution insights that help portfolio managers and clients understand the sources of performance.

Key Processes:

• Daily NAV, return reconciliation and validation:Reconcile and verify returns across mandates, ensuring alignment with fund administrators and internal systems.
• Performance attribution:Conduct both top-down(asset allocation, sector, region) and bottom-up(security selection) attribution across equity, fixed income, and multi-asset portfolios.
• Benchmark alignment:Maintain benchmark data and ensure accurate benchmarking for relative performance reporting.
• GIPS compliance:Assist in maintaining compliance with Global Investment Performance Standards (GIPS) and support audit processes as needed.
• Enhance performancemodels, tools, and automation processesto improve efficiency.

1. Independent Risk Management Function | Risk Management & Monitoring

Objective:To identify, measure, monitor, and report portfolio risks across strategies in a manner that supports both regulatory and investment team requirements.

Key Processes:

• Risk modelling:Run risk models to evaluate ex-ante (forward-looking)and ex-post (historical)risk metrics such as tracking error, VaR, beta, and volatility.
• Scenario & stress testing:Simulate portfolio outcomes under various macro and market shock scenarios (interest rate shifts, FX movements, etc.).
• Limit monitoring:Track adherence to client-mandated and regulatory constraints (e.g., issuer limits, sector caps, Reg 28 compliance).
• Liquidity risk monitoring:Assess portfolio liquidity profiles and highlight risks associated with redemptions or market dislocation.

1. Reporting & Insights

Objective:To deliver clear and value-adding reporting to internal stakeholders and clients.

Key Processes:

• Client reports:Prepare monthly/quarterly performance and risk reports tailored for consultants, institutional clients, and retail platforms.
• Board and EXCO support:Provide analytical support and dashboards for internal governance bodies and investment committees.
• Investment team interface:Work closely with portfolio managers to provide analytical insights that support portfolio construction and decision-making.
• Ad hoc analysis:Run performance or risk analysis to support product development, RfPs, or client servicing queries.

1. Data Governance & Systems

Objective:To ensure high-quality data and infrastructure underpin performance and risk processes.

Key Processes:

• System management:Maintain and enhance the performance and risk systems (e.g., Bloomberg PORT, Morningstar, StatPro, proprietary tools).
• Data integrity:Work with data teams to ensure clean and consistent security, pricing, and benchmark data.
• Automation and efficiency:Streamline reporting and analytics processes through scripting, dashboards, or integration with BI tools (e.g., Power BI, Tableau).

1. Compliance, Audit & Regulatory Support

Objective:To support compliance and audit functions through robust controls and documentation.

Key Processes:

• Audit support:Provide evidence for performance figures and methodology during internal and external audits.
• Regulatory reporting:Contribute to regulatory filings (e.g., CISCA, Reg 28, ASISA risk classification).
• Policy development:Assist in drafting and maintaining policies related to performance measurement, risk management, and model validation.

1. Strategic Initiatives and Special Projects

Objective: To contribute to initiatives that enhance client engagement, deepen investment insights, and strengthen market positioning.

Key Processes:

• Management Information & Insights:Develop and deliver data-driven insights and dashboards that support executive decision-making and business strategy.
• Sales Enablement Tools:Create analytical tools and materials to articulate our role within client solutions (e.g., portfolio construction impact, equity factor exposure analysis).
• Market Intelligence & Research:Support industry benchmarking, market trend analysis, and client research to inform distribution strategy and enhance positioning.

Key Stakeholders:

• Portfolio Managers & CIO
• Client Reporting and Relationship Management
• Compliance & Legal
• Fund Operations & Administration
• External Auditors, Consultants, Clients

To apply for the role please send your CV and supporting documentation to [e-mail]