The Senior Investment Performance Analyst, working under limited supervision, performs complex, investment-related financial analysis work such as calculating, analyzing, reconciling and reporting daily, monthly, quarterly and annual returns and ex-post risk data. This includes benchmark returns, composite returns, multi-period returns, linked sub-period returns, Internal Rates of Return and attribution analysis. The position also ensures accurate reconciliation of ABOR and IBOR data as well as responds to requests for performance data from senior management, surveys and asset class staff. The position is required to maintain a high level of expertise in the performance measurement methodology used by the State Board of Administration (SBA) and used in the industry as best practice.
Duties include, but are not limited to:
- Performing the daily, monthly, quarterly and annual return reconciliation process using data analytics software (e.g. Eagle PACE, Excel, SQL, VBA, R, Power BI or similar program)
- Producing reports and ensuring accuracy of the performance databases and reporting
- Maintaining expertise in the technical concepts used in performance methodology for rate of return, contribution to return, risk measurement, attribution reporting and in the software used by the SBA in order to manage responses to ad hoc requests from senior management and other SBA staff
- Performing other duties as assigned
Minimum Qualifications:
Six years of related experience. A postsecondary degree may be used as an alternative for years of direct experience; 2 years for an associate’s
degree, 4 years for a bachelor’s degree, 6 years for a master’s degree, 7 years for a professional degree, or 9 years for a doctoral degree.
Preferences:
- A bachelor's degree from an accredited college or university in finance, analytics, mathematics, statistics, or a related field
- Certificate in Investment Performance Measurement (CIPM) or Chartered Financial Analyst (CFA) credential
- Experience with performance platforms such as Eagle, FactSet or Aladdin
Knowledge, Skills and Abilities:
- Knowledge of performance and risk measurement best practices
- Excellent organizational skills including the ability to provide detailed documentation that supports processes and results
- Strong computer literacy and analytical skills including the ability to efficiently query databases
- Ability to communicate effectively, both in writing and orally
- Ability to consistently produce accurate work
- Ability to manage multiple projects and tasks simultaneously and demonstrate flexibility necessitated by changing priorities
- Strong work ethic, positive attitude and sense of urgency to meet deadlines, willingness to work until the task is completed successfully
- Strong understanding of calculations required for performance and risk measurement, analysis and reporting
