The senior reporting and performance analyst will be responsible for portfolio analytics for both traditional liquid and private market investments, investment performance reporting, and exposure reporting.
They will establish & document best practices for performance reporting and keep abreast of market trends, competitive environment, service providers and new technology developments in this area. They will lead operational enhancements and initiatives including preparation and management of project plans relating to performance analytics. They will also work to streamline processes in the group to make the group more effective and efficient.
They must have an understanding of different performance measurement methodologies (Modified Dietz, geometric and arithmetic returns, time-weighted returns, IRR) and portfolio risk characteristics including (beta, standard deviation, Sharpe Ratio, correlation, and duration).
They will also be primarily responsible for the monthly and quarterly investment reporting packages prepared for Board of Trustees and Investment Team. They must ensure the integrity of the underlying performance data by working closely with the custodian bank, internal reporting and accounting team, and other outside data providers.
This individual will also be instrumental in partnering with leaders across the firm and data architects to build and eventually manage our enterprise capital allocation program. They must have an advanced knowledge base of portfolio asset allocation, rebalancing and forecasting.
• Oversee monthly review and validation of performance figures for all investment strategies.
• Provide weekly, monthly, quarterly, and annual performance data to investment and executive team
• Communicate investment results and actively participate in analysis discussions
• Act as subject matter expert for performance measurement analysis
• Responsible for quarterly investment reporting packages prepared for Board or Trustees and Investment Committee
• Calculate, analyze, and report portfolio, security, and benchmark performance
• Manage performance and portfolio data to enable automated production of reports
• Prepare and explain attribution analysis
• Respond to ad hoc requests from Portfolio Managers and Investment Team
• Work with the reporting, operations, and accounting team to enhance exposure reporting capabilities
• Build and manage asset allocation and forecasting process for complex client base
• Identify and communicate rebalancing needs and solutions to Portfolio Managers
Qualification and Requirements:
• 5 years of relevant experience in asset management firm or a related industry
• Bachelor’s degree in Finance, Statistics, or equivalent caliber
• Advanced knowledge of performance measurement and analysis
• Ability to clearly articulate complex business requirements to technology
• Excellent communication and problem-solving skills
• CIPM designation holder preferred