Performance & Risk Analyst (Asset Management)

Aquarius Specialist Recruitment; Cape Town; On-site; ZAR 450,000 - 650,000; Full time

Job summary

A leading Boutique Asset Management company in Cape Town is seeking a skilled Risk & Performance Analyst to oversee performance calculations, manage risks, and ensure compliance with standards. The successful candidate will provide insights to enhance decision-making and client engagement, contributing to strategic initiatives and projects within the company.

Benefits

Professional development opportunities

Flexible working hours

Health and wellness programs

Qualifications

• Experience in performance measurement and risk analysis.
• Strong analytical and problem-solving skills.
• Excellent communication skills to present reports.

Responsibilities

• Oversee performance calculation and reporting processes.
• Run risk models to evaluate portfolio risks.
• Deliver analytical support and dashboards for stakeholders.

Skills

Performance Calculation

Risk Modelling

Data Governance

GIPS Compliance

Education

Degree in Finance, Economics, or related field

Tools

BI Tools

Risk Management Software

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 require a skilled and experienced Risk & Performance Analyst. This role will include the following responsibilities:

Performance Measurement & Attribution

Oversee the end-to-end performance calculation 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 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 performance models, tools, and automation processes to improve efficiency.

Independent Risk Management Function

Objective: To identify, measure, monitor, and report portfolio risks across strategies supporting regulatory and investment team requirements.

• Key Processes: Risk modelling: Run risk models to evaluate ex-ante and ex-post risk metrics such as tracking error, VaR, beta, and volatility.
• Scenario & stress testing: Simulate portfolio outcomes under various macro and market shock scenarios.

Limit Monitoring

Track adherence to client-mandated and regulatory constraints, and assess liquidity risk profiles.

Reporting & Insights

Deliver clear, value-adding reports to stakeholders:

• Client reports: Monthly/quarterly performance and risk reports tailored for various clients.
• Board and EXCO support: Analytical support and dashboards for governance bodies and investment committees.
• Investment team interface: Provide insights to support portfolio decisions.
• Ad hoc analysis: Support product development and client servicing queries.

Data Governance & Systems

Ensure high-quality data and infrastructure:

• System management: Maintain and enhance performance and risk systems.
• Data integrity: Collaborate with data teams to ensure data quality.
• Automation and efficiency: Streamline processes through scripting and BI tools.

Compliance, Audit & Regulatory Support

Support compliance and audit functions:

• Audit support: Provide evidence during audits.
• Regulatory reporting: Contribute to filings.
• Policy development: Assist in policy drafting and maintenance.

Strategic Initiatives and Special Projects

Contribute to initiatives that enhance client engagement and market positioning:

• Management Information & Insights: Develop data-driven insights and dashboards.
• Sales Enablement Tools: Create analytical tools for client solutions.
• Market Intelligence & Research: Support industry benchmarking and market analysis.

Key Stakeholders include Portfolio Managers, CIO, Fund Operations, External Auditors, and Clients. To apply, please send your CV and supporting documentation to the provided contact.