Manager of Investment Performance and Attribution

Date Posted: March 12th, 2015

Overall Function

The Manager of Performance and Attribution will oversee team workflow and work closely with the three Performance Analysts to ensure that the components of performance, attribution and benchmarks are generated and reviewed daily on a timely basis. The Manager will work closely with the Investment Team to develop tools to investigate and explain daily performance discrepancies. The Manager will provide oversight and leadership for our GIPS composite reporting. Position will lead technology related projects and provide the framework for design, planning and testing of enhancements and/or systems implementations.

Core Job Responsibilities

• Oversee benchmark and index returns set up and process flows

• Provide technical expertise with regards to performance calculations
• Ensure timeliness and accuracy of daily returns across all accounts and sleeves
• Daily monitoring of Wilshire Atlas attribution and fielding portfolio manager and client service related questions and requests
• Responsible for working with rest of team to ensure that monthly performance and attribution for all accounts is reviewed, accurate and receive portfolio manager approval
• Continue to pursue a production quality solution for Multi-Asset Contribution to Return reporting
• Delivery and oversight of Equity characteristics reporting
• New accounts – attending prelaunch meetings and ensuring complete and accurate setups
• Oversee our GIPS composite reporting including monthly review of dispersion and preparation of annual GIPS disclosures.  Chair the quarterly  meeting of the  GIPS oversight committee
• Monthly reporting to Best Execution Team
• Monthly and ad-hoc requests for Client Service and Marketing
• Respond to questions and concerns from Investment Team
• Oversee client mandated performance reconciliations
• Qualifications

The ideal candidate will have the necessary skills and experience to be effective in the role including the following:

• Bachelor’s degree – Concentration in Business, Finance or Economics a plus.  Must have a complete  understanding and passion for performance measurement and attribution with a minimum of 10  years of experience
• Working knowledge of the GIPS Performance standards
• CFA or CIPM designation highly preferable
• Detail oriented with strong analytical skills
• Proven project management skills
• Ability to multi task and to prioritize client deliverables
• Strong knowledge of Microsoft Office, Excel in particular
• SQL skills a strong plus

PanAgora’s culture is focused on investment results and incorporates a strong team approach. We put our client’s interests first and focus our resources on providing the best experience possible. The firm recruits professionals who are focused on achieving an excellent long-term track record. The corporate structure is focused and teamwork is valued.

Trader

Working as part of a team of traders, which are embedded in the Investment Team, the primary responsibility for the Trader is to implement PanAgora’s investment decisions.  The desk is responsible for executing orders across products; Equity, Foreign Exchange, Synthetic and Options.  These orders will span; the Emerging & Developed Markets, Electronic and  Sell-Side Desk Trading, Special Situations and Long-term rebalance baskets. This position will report to the Director of Equities responsible for trading and implementation.