Our client is a highly regarded Boutique Asset Management company based in Cape Town – due to a restructuring and reengineering process they now have the requirement for a skilled and experienced Risk & Performance Analyst, this new role will comprise the following job duties.

  1. Performance Measurement & Attribution | Oversee the end-to-end performance calculation and reporting process.

Objective: To calculate and explain portfolio returns accurately and provide attribution insights that help portfolio managers and clients understand the sources of performance.

Key Processes:

  • Daily NAV, return reconciliation and validation: Reconcile and verify returns across mandates, ensuring alignment with fund administrators and internal systems.
  • Performance attribution: Conduct both top-down (asset allocation, sector, region) and bottom-up (security selection) attribution across equity, fixed income, and multi-asset portfolios.
  • Benchmark alignment: Maintain benchmark data and ensure accurate benchmarking for relative performance reporting.
  • GIPS compliance: Assist in maintaining compliance with Global Investment Performance Standards (GIPS) and support audit processes as needed.
  • Enhance performance models, tools, and automation processes to improve efficiency.
  1. Independent Risk Management Function | Risk Management & Monitoring

Objective: To identify, measure, monitor, and report portfolio risks across strategies in a manner that supports both regulatory and investment team requirements.

Key Processes:

  • Risk modelling: Run risk models to evaluate ex-ante (forward-looking) and ex-post (historical) risk metrics such as tracking error, VaR, beta, and volatility.
  • Scenario & stress testing: Simulate portfolio outcomes under various macro and market shock scenarios (interest rate shifts, FX movements, etc.).
  • Limit monitoring: Track adherence to client-mandated and regulatory constraints (e.g., issuer limits, sector caps, Reg 28 compliance).
  • Liquidity risk monitoring: Assess portfolio liquidity profiles and highlight risks associated with redemptions or market dislocation.
  1. Reporting & Insights

Objective: To deliver clear and value-adding reporting to internal stakeholders and clients.

Key Processes:

  • Client reports: Prepare monthly/quarterly performance and risk reports tailored for consultants, institutional clients, and retail platforms.
  • Board and EXCO support: Provide analytical support and dashboards for internal governance bodies and investment committees.
  • Investment team interface: Work closely with portfolio managers to provide analytical insights that support portfolio construction and decision-making.
  • Ad hoc analysis: Run performance or risk analysis to support product development, RfPs, or client servicing queries.
  1. Data Governance & Systems

Objective: To ensure high-quality data and infrastructure underpin performance and risk processes.

Key Processes:

  • System management: Maintain and enhance the performance and risk systems (e.g., Bloomberg PORT, Morningstar, StatPro, proprietary tools).
  • Data integrity: Work with data teams to ensure clean and consistent security, pricing, and benchmark data.
  • Automation and efficiency: Streamline reporting and analytics processes through scripting, dashboards, or integration with BI tools (e.g., Power BI, Tableau).
  1. Compliance, Audit & Regulatory Support

Objective: To support compliance and audit functions through robust controls and documentation.

Key Processes:

  • Audit support: Provide evidence for performance figures and methodology during internal and external audits.
  • Regulatory reporting: Contribute to regulatory filings (e.g., CISCA, Reg 28, ASISA risk classification).
  • Policy development: Assist in drafting and maintaining policies related to performance measurement, risk management, and model validation.
  1. Strategic Initiatives and Special Projects

Objective: To contribute to initiatives that enhance client engagement, deepen investment insights, and strengthen market positioning.

Key Processes:

  • Management Information & Insights: Develop and deliver data-driven insights and dashboards that support executive decision-making and business strategy.
  • Sales Enablement Tools: Create analytical tools and materials to articulate our role within client solutions (e.g., portfolio construction impact, equity factor exposure analysis).
  • Market Intelligence & Research: Support industry benchmarking, market trend analysis, and client research to inform distribution strategy and enhance positioning.

Key Stakeholders:

  • Portfolio Managers & CIO
  • Client Reporting and Relationship Management
  • Compliance & Legal
  • Fund Operations & Administration
  • External Auditors, Consultants, Clients

To apply for the role please send your CV and supporting documentation to operations@asearch.co.za 

To apply for this job email your details to operations@asearch.co.za

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