Full Time Performance Analyst

Yarra Capital Management

**Job Description**:
Position: Full Time Performance Analyst
Department: Client Reporting and Data
Reports to: Head of Client Reporting and Data
Location: Melbourne VIC 3000

The Company
Yarra Capital Management is a leading independent fund manager, providing investment products to domestic and international clients with $20 billion under management. We manufacture Australian fixed interest and equities and distribute global equities through our affiliate Nikko AM. With offices in Melbourne and Sydney and a strong heritage in the local market, we are a team of 85 collaborative professionals focussed on delivering the best investment outcomes for our clients.

About the Role
Based in Sydney and reporting to the Head of Client Reporting and Data, this role forms part of a 4-person team that provides high quality reporting and quantitative data to our investment teams and for our institutional and intermediary clients. As the majority of Yarra Capital Management’s institutional clients are APRA regulated superannuation funds and insurance companies, meeting the governance and regulatory reporting needs of our clients in a timely and accurate manner is of utmost importance. This role works collaboratively with the Investment, Client Services, Sales, Product, Marketing and Operations Teams and external vendors.

Key Responsibilities
- Provide performance, attribution, and other investment data and commentary as part of periodic and ad hoc client reporting, complex client queries as to portfolio performance (for both internal investment governance and regulatory reporting), client questionnaires and RFPs, and consultants, research, and ratings house reviews.
- Analysing and solving complex financial problems relating to fund performance/returns and attribution based on holdings of stocks and all associated activity (including corporate actions and dividends).
- Provision of detailed portfolio analytics and statistical modelling to the investment teams to project / model performance the portfolio outlook of our strategies, and how a portfolio’s characteristics track to the stated investment objectives of our clients.
- Organises, interprets, analyses and reports on investment portfolio data. Assisting in the procurement, design and/or implementation of relevant systems for the assembly/compilation of quantitative data for interpretation, analysis and reporting by the Client Reporting and Data Team.
- Driven by our superannuation fund and insurance company clients’ investment policies, conducting liquidity and other risk analytics to fulfil our reporting obligations.
- Proactively engaging with teams to see out, design and implement solutions to automate and streamline production of performance analysis and client reports.
- Review, analyse and evaluate the reliability and utility of source information in FactSet (and other third-party providers) and performance and attribution data received by third party suppliers.
- Investigate and resolve any performance reporting discrepancies received from custodians (including the custodians of our superannuation clients), internal/external parties.
- Playing a key role in the development and maintenance of in-house information systems and databases used to record and manage our portfolios and to provide detailed statistical analysis and reporting to clients.
- Experience in risk modelling and forecasting, as well as scenario-based stress testing and liquidity risk analysis and reporting.
- Ensure all content and reports meets firmwide and industry compliance standards/requirements.

Knowledge, Skills, and Experience
- Must have a bachelor degree or higher qualification in mathematics, actuarial studies, quantitative studies/econometrics finance, data science or related
- Proven experience with portfolio performance analytics and attribution
- Solid investment and asset management knowledge - equities and fixed income
- Minimum 3 years industry experience
- Advanced Excel, VBA, Python and coding and automation experience in a funds management company, and in particular for reporting and analysis performed for superannuation and insurance clients
- Knowledge of FactSet - desirable

**Job Types**: Full-time, Permanent

Schedule:

- Monday to Friday

**Education**:

- Bachelor Degree (preferred)

**Experience**:

- industry: 3 years (preferred)

Work Location: In person

Application Deadline: 05/09/2024