Performance Analyst

Eskom Pension And Provident Fund; Gauteng; On-site; ZAR 600 000 - 800 000; Full time

Job summary

A leading pension and provident fund is seeking an experienced Investment Data Analyst to manage investment performance data and support portfolio managers. Key responsibilities include data analysis, performance measurement calculations, and ensuring compliance with investment standards. Applicants should possess a relevant bachelor's degree, advanced Excel skills, and a minimum of 5 years of related experience.

Qualifications

• At least 5 years job-related experience.

Responsibilities

• Input of Investment Performance Data and maintain benchmarks.
• Calculations and analysis of Investment Performance returns.
• Validation of computed returns across portfolios.
• Perform price validation checks and investigate stale prices.
• Support Portfolio Managers and assist with project initiatives.

Skills

Data analysis

Advanced Excel skills

Knowledge of investment systems

Financial instruments understanding

Education

Relevant bachelor's degree

CIPM qualification

Job description

Responsibilities

• 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.

Technical Competency Requirements

• High Level understanding of financial instruments and Global Investment Performance Standards.
• Strong numerical and data analysis skills.
• Advanced Excel skills.
• Knowledge of investment systems (e.g. Revolution (prior knowledge of StatPro advantageous)).
• Financial system knowledge.
• Knowledge of portfolio performance measurement.

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.

Closing Date

03 September