Job Description
The primary responsibility will be assisting with the preparation and analysis of investment risk and performance reports. The person will be responsible for assisting the investment risk and performance team to provide proactive support to the trading process and investment decisions of investment teams. The person will also be responsible for providing analysis, insights and feedback to investment teams, client management, senior management and various business units. This is an excellent opportunity for an individual that is proficient and comfortable working with numbers and complex processes as well as programming or coding in various languages either R, Python, C++, C# or Java and including Excels VBA. Also needs to be proficient or working knowledge of PowerBI.
Key Result Areas
- Assisting with monthly monitoring, analysis and reporting of fund and benchmark risk and performance for all OMIGs funds and products
- Analysis, improvement and automation of performance and risk management processes
- Analysis and assisting with GIPS preparation and composite reporting process
- Enhance the production of investment risk and performance across OMIG client database (institutional, life and at times retail)
- Enhance the production of investment risk and performance reports and attribution for portfolio managers on a monthly and daily basis
- Engaging intelligently and proficiently with various stakeholders in the business including portfolio managers and senior management on various risk and performance analyses and reports
- Engaging intelligently and proficiently with portfolio managers, Chief Investment Officer and Director of Investments to help identify and monitor sources of risk and mitigation of this risk
- Continuously evaluating and enhancing investment risk and performance functions and systems
- Ad hoc quantitative/risk-return queries and ex-post analyses
- Assist in developing processes to enhance the entire Performance and Risk Management Framework (including performance shortfall risk, liquidity risk and regulatory risk)
- Attending and active participation in various investment committee meetings
- Assist Head of Risk and Performance to ensure that all capabilities adhere to:
- Investment Philosophy
- Investment Process
- Concentration and Liquidity Limits
- Risk Measurement Limits
- Assist and get involved in varied project work
- Any of the following qualifications:
- B.Sc. Mathematics, Statistics, Computer Science or Actuarial Science
- Bachelor of Business Science or Commerce in Finance, Quantitative Finance, Economics, Computer Science & Information Systems, Actuarial Science or Statistics
- 1-3 years experience as a Risk and/or Performance Analyst
- A good understanding of financial instruments and markets
- A demonstrated passion and love for financial markets
- Programming or coding knowledge in various languages either R, Python, C++, C# or Java and including Excels VBA. Proficient in PowerBI
- Strong communication skills (written and oral) and problem-solving abilities
- Analytical and detail orientated.
- Ability to operate independently as well as in a team to breakdown complex problems.
- Willingness to learn and pride in accuracy
- Ability to multi-task, prioritise and take ownership of work
- Deadline orientation and work well under pressure
- Proactive approach to address changing needs of (mainly) internal clients
Education
Closing Date
15 April 2023
Old Mutual Limited is pro-vaccination and encourages its workforce to be fully vaccinated against Covid-19.
All prospective employees are required to disclose their vaccination status as part of the recruitment process.
Please refer to the Old Mutuals Covid-19 vaccination policy for further detail. Kindly note that Old Mutual reserves the right to reinstate the requirement to vaccinate at any point if it is of the view that it is imperative to do so.
