Job Description
Hello future Ashburton Investment Quantitative Analyst

• In this role you will be required to provide a quantitative service to the Ashburton Performance and Risk Analytics team. The team provides advanced portfolio analysis to the business and its clients.  This includes Fund attribution analysis as well as risk analysis and reporting. While performing ongoing development and research of quantitative solutions for a variety of performance and analytics issues, you will be required to provide valuable insights and an understanding into the funds performance and risk ongoings.

Are you someone who can:

Major Duties

• Conduct detailed performance attribution and risk analyses: interpret performance and risk data; analyze portfolio characteristics to determine sources of historical performance and portfolio risk exposures.
• Work with portfolio management teams to effectively implement investment ideas in the context of an overall portfolio; identify and communicate material risk exposures.
• Provide feedback to portfolio management teams on risks and returns to help improve investment processes.
• Generate accurate performance attribution and risk management reports for internal and external distribution.
• Audit the output from attribution and risk management systems, and research/resolve variances on individual securities as necessary.
• Calculate composite performance information based on the requirements and recommendations of the Global Investment Performance Standards (GIPS)
• Conduct ex-Post and Ex- Ante Risk analysis on funds.
• Perform Market analysis, conduct sensitivity analyses and Stress testing in order to assess risk and return profiles.
• Provide an independent analysis and management of Investment Risks (Market Risk, Credit and Counterparty Risk, Liquidity Risk, Performance Risk, Pricing and Valuation Risk).
• General
• Demonstrate knowledge of the Asset management industry, including local and international best practice for performance calculation methods and standards
• Timeously provide investment performance reports/packs to various stakeholders.
• Perform quality control checks on Performance and Risk reports across relevant investment funds and portfolios.
• Have sound Bloomberg/Bloomberg PORT knowledge.
• Partner with the Fund Mangers and business development teams in the preparation of presentations and reports for clients and consultants.
• Understand and monitor market trends, benchmark index movements, macro-economics and industry on-goings to provide meaningful and relevant insights to stakeholders.
• Provide insights into the Fund’s Minimum Disclosure Documents (MDDs)
• Stay relevant and up to date with legislations and new developments.

Qualities

• Demonstrate pride in the organisations brand services and products by consistently delivering on the brands promise.
• Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained.
• Maintain a positive attitude and respond openly to feedback.
• Handle stress in ways that do not negatively impact others.
• Plan and manage own workflow anticipating obstacles juggling priorities and following through on objectives within agreed time-frames and according to quality standards
• Take ownership of personal career development leveraging formal and informal opportunities
• Read situations and organisational realities.
• Set aside personal agenda for the greater good.
• Act in an ethical transparent and morally defensible manner including highlighting unethical practices.
• Share debate and communicate learnings.
• Flag and debate issues constructively.
• Promote a friendly cooperative climate.

You will be an ideal candidate if you:

• Have completed a relevant bachelor’s degree in science, Mathematics, Technology and Engineering.
• Have at least 3 – 5 years’ experience in risk or portfolio management functions (Investment Banking, Asset Management).
• Good MS Excel skills required; familiarity with performance attribution/risk management software preferred (StatPro / Bloomberg PORT/ Power BI/ Python/ SQL).
• Familiarity with performance attribution and/or risk management principles preferred.
• Prior performance analysis and/or risk management experience preferred.
• Familiarity with portfolio composition concepts and methods preferred.
• Honours, master’s degree or other equivalent Post graduate diploma (advantageous)
• Registered with a Financial Services Authority (advantageous)
• CIPM CFA or studying towards (advantageous)

You will have access to:

• Opportunities to network and collaborate.
• A challenging working environment.
• Opportunities to innovate.

We can be a match if you have:

• Curious & courageous – you’re driven by always wanting to know more and learn more and you’re brave enough to
• Obsessed with mastery – you know what it takes to become good at what you do and are constantly pushing yourself to do it.