Senior Performance Measurement Analyst

JOB SUMMARY:

The Arizona State Retirement System (ASRS) is seeking a Senior Performance Measurement Analyst. The Analyst is responsible for executing the day-to-day activities of the Performance Measurement functions, data gathering and reconciliation of custodians and investment managers performance, as well as internally created analytical platforms; performance calculation and analysis, including attribution and benchmark comparisons; and the production of performance-related reports. This role will serve as a liaison between the Investment Management Division, Investment Consultants, Custodian Bank's Accounting and Performance Teams and other Third Party Performance Vendors, providing review and reconciliation of investment performance related activities.

Essential activities:

1. Execute performance measurement activities such as data gathering and reconciliation of custodian and investment manager performance; TWR and IRR performance calculation and analysis of actual returns, benchmark returns, relative returns, and associated analysis, including attribution and benchmark comparisons for the ASRS investment portfolios in public and private markets.
2. Interact with other internal and external organizational areas and act as the main liaison between the Investment Management Division, Investment Consultants, Custodian Bank's Accounting and Performance Teams and other Third Party Performance Vendors, to integrate and streamline applicable performance measurement processes.
3. Respond to ad-hoc requests for performance measurement information from the Director, CIO, Portfolio Managers, management, and other interested parties.
4. Prepare and maintain on-going documentation efforts with regard to performance measurement concepts and methodologies and associated internal controls, processes and results.  
5. Support, produce and disseminate various daily/monthly/quarterly investment performance reporting (as required), and reconciliation in support of IMD team deliverables for internal IMD committee meetings, Investment Committee meetings and Board meetings.

The ideal candidate will have:

Academic

• Relevant Bachelor’s or Master’s degree

Certification

• CPA, or CFA designation or MA or financial and/or business experience would be appropriate.

Experience

• Five years of significant business experience gained with a custody bank and/or institutional investor.

Other Skills

• Superb work ethic and positive collegial attitude
• Highly organized with exceptional attention to detail
• Ability to work both independently and with a team
• Creativity and problem solving skills
• Excellent Microsoft Office skills
• Excellent verbal and written communication skills