Our client is a global investment firm.
Key Responsibilities
Assist in developing framework and implementation of performance analysis, measurement and benchmarking. This includes:
- Building a framework to measure drivers of investment portfolio, including definition and benchmark for beta and alpha
- Implementation of the framework in system
- Analysis and measurement of the investment portfolio, including drivers of returns and attribution
- Perform back testing of historical returns against expected return
- Understanding of historical drivers of returns and assist in shaping portfolio and asset allocation decisions
- Engage senior management on the performance framework and portfolio analysis.
- Degree in Finance/ Applied Finance/ Computational Finance equivalent
- Min. 8 years and above of relevant experience below:
Experience and Personality-traits
o Experience in performance measurement of portfolio and investment strategy
o Experience or understanding of investment and allocation framework and process
- Background in consultancy and establishing of framework is preferred
- Background with benchmark providers will also be considered
- Understanding of how performance measurement and benchmarking fit in the organization’s overall investment strategy
- Strong analytical skills
- Ability to engage stakeholders and project manage timeline
- Self-motivated and ability to work under tight timeline.
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