Position Summary
The Senior Performance Analyst position will join the Performance & Attribution team, which is part of the Investment Risk & Quantitative Research Group. This team supports performance validation, analysis, and insights for TCW investment portfolios, including Fixed Income, Equity, Emerging Markets, among others. Although the initial focus will be on Fixed Income, the role will eventually expand to cover other TCW assets.
The role is part of a team responsible for the overall performance and attribution cycle. This cycle includes the review and validation of security returns, management of systems for calculating security and portfolio performance, review of portfolio returns, performance attribution calculation and analysis, and ongoing ad hoc performance and attribution inquiries. The team is dynamic and works closely with key stakeholders across the firm, frequently interacting with the Portfolio Management, Risk, Product Specialist, RFP, Technology, and Investment Operations teams.
Essential Duties
- Manage the performance validation process by reviewing and validating daily and monthly security returns and portfolio performance
- Conduct thorough investigation of performance outliers, analyze findings, and make recommendations on adjustments
- Interface with investment management, product specialist, RFP, and operations teams regularly to address performance inquires and related requests
- Ensure data integrity and accuracy in all performance and attribution reports
- Work closely with the investment teams and IT to support development and implementation of performance attribution model enhancements
- Collaborate with the investment and risk teams to understand portfolio strategies and ensure accurate reflection in the attribution analysis
- Complete ad-hoc performance projects on an on-going basis
- Stay abreast of industry best practices and contribute to continuous improvement initiatives within the performance analysis function
- Contribute heavily to the performance attribution workstream of the Aladdin implementation efforts.
Required Qualifications
- Bachelor’s degree in Finance, Economics, Accounting or related field
- 10+ years of experience in portfolio performance validation and attribution
- Familiarity with performance attribution models and vendor platforms in the industry
- Proficient in Excel with demonstrated knowledge and experience in formula writing
- Solid knowledge of fixed income, equity, and derivatives securities
Professional Skills Qualifications
- Strong analytical skills and rigorous attention to detail
- Solid written and verbal communication skills
- A quick learner and a strong team player
- Demonstrated ability to take initiative and ownership of responsibilities
- A self-motivated individual with high professionalism and accountability
Desired Qualifications
- Master’s degree
- CFA and/or CIPM
- Knowledge of SQL, VBA, and/or Python strongly preferred
- Fixed income attribution related experience
Estimated Compensation:
Base Salary: For CA based position, the base salary range is $185k to $200k. This is an anticipated range only.
Other Compensation: Eligible to be considered for an annual discretionary bonus
Benefits: Eligible for TCW’s comprehensive benefits package. See more information here.
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