Performance, attribution and analysis (Fixed Income)
The Performance Analysis team has a crucial role. Sat on the investment floor, they are responsible for Monthly Performance Calculations; Daily Performance Reporting; Performance Support for Subsidiary Offices; and GIPS Compliance.
Key Competencies Required for Role:
- Knowledge and experience of performance calculation – including true-time weighted returns and internal rate of return calculations.
- Experience of calculating and interpreting performance attribution, including contribution versus benchmark analysis. Understanding and experience of more complex attribution models such as Equity Style Attribution and/or Fixed Income Performance Attribution would also be desirable.
- Highly numerate, with a solid understanding of statistical data production, particularly related to performance reporting; Knowledge or understanding of key performance statistics or other related statistics (duration, yields, etc.)
- Ability to understand statistical output and question/interrogate anything that may appear unusual to maintain the integrity of the data we provide internally and to clients.
- An understanding of the GIPS Standards
- Good understanding of the structure and workings of a fund management business; Experience across asset classes or markets desired but not essential.
- Ability to work to tight deadlines and prioritise multiple tasks accordingly.
- Experience with the performance module of SimCorp’s Dimension system will be advantageous
- A minimum 2-3 years’ experience within a performance unit and 4-5 years working within the fund management business. Associated qualifications are preferred (e.g. IMC, CIPM, CFA).
Ashmore is proud to be a top tier Asset Manager for Emerging Markets, and as a result we are enjoying strong results and growth. Consequently, the firm is going through a number of interesting change initiatives, posing a rare environment for development and opportunity.
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