The TCW Group
Senior Performance Analyst
The TCW Group, Los Angeles, California, United States, 90079
Senior Performance Analyst
Job Location(s)
US-CA-Los Angeles
Job ID
2024-1951
Category
Portfolio Investment Risk
Department
Inv Risk & Quant Research
Type
Regular Full-Time
Position Summary
The Senior Performance Analyst position will join the Performance & Attribution team, which is part of the Investment Risk & Quantitative Research Group. This team supports performance validation, analysis, and insights for TCW investment portfolios, including Fixed Income, Equity, Emerging Markets, among others. Although the initial focus will be on Fixed Income, the role will eventually expand to cover other TCW assets.The role is part of a team responsible for the overall performance and attribution cycle. This cycle includes the review and validation of security returns, management of systems for calculating security and portfolio performance, review of portfolio returns, performance attribution calculation and analysis, and ongoing ad hoc performance and attribution inquiries. The team is dynamic and works closely with key stakeholders across the firm, frequently interacting with the Portfolio Management, Risk, Product Specialist, RFP, Technology, and Investment Operations teams.Essential Duties
Manage the performance validation process by reviewing and validating daily and monthly security returns and portfolio performance
Conduct thorough investigation of performance outliers, analyze findings, and make recommendations on adjustmentsInterface with investment management, product specialist, RFP, and operations teams regularly to address performance inquires and related requestsEnsure data integrity and accuracy in all performance and attribution reportsWork closely with the investment teams and IT to support development and implementation of performance attribution model enhancementsCollaborate with the investment and risk teams to understand portfolio strategies and ensure accurate reflection in the attribution analysisComplete ad-hoc performance projects on an on-going basisStay abreast of industry best practices and contribute to continuous improvement initiatives within the performance analysis functionContribute heavily to the performance attribution workstream of the Aladdin implementation efforts.Required Qualifications
Bachelor's degree in Finance, Economics, Accounting or related field10+ years of experience in portfolio performance validation and attributionFamiliarity with performance attribution models and vendor platforms in the industryProficient in Excel with demonstrated knowledge and experience in formula writingSolid knowledge of fixed income, equity, and derivatives securitiesProfessional Skills Qualifications
Strong analytical skills and rigorous attention to detailSolid written and verbal communication skillsA quick learner and a strong team playerDemonstrated ability to take initiative and ownership of responsibilitiesA self-motivated individual with high professionalism and accountabilityDesired Qualifications
Master's degreeCFA and/or CIPMKnowledge of SQL, VBA, and/or Python strongly preferredFixed income attribution related experienceEstimated Compensation:Base Salary:
For CA based position, the base salary range is $185k to $200k. This is an anticipated range only.Other Compensation : Eligible to be considered for an annual discretionary bonusBenefits : Eligible for TCW's comprehensive benefits package. See more information here.#LI-JS1
Job Location(s)
US-CA-Los Angeles
Job ID
2024-1951
Category
Portfolio Investment Risk
Department
Inv Risk & Quant Research
Type
Regular Full-Time
Position Summary
The Senior Performance Analyst position will join the Performance & Attribution team, which is part of the Investment Risk & Quantitative Research Group. This team supports performance validation, analysis, and insights for TCW investment portfolios, including Fixed Income, Equity, Emerging Markets, among others. Although the initial focus will be on Fixed Income, the role will eventually expand to cover other TCW assets.The role is part of a team responsible for the overall performance and attribution cycle. This cycle includes the review and validation of security returns, management of systems for calculating security and portfolio performance, review of portfolio returns, performance attribution calculation and analysis, and ongoing ad hoc performance and attribution inquiries. The team is dynamic and works closely with key stakeholders across the firm, frequently interacting with the Portfolio Management, Risk, Product Specialist, RFP, Technology, and Investment Operations teams.Essential Duties
Manage the performance validation process by reviewing and validating daily and monthly security returns and portfolio performance
Conduct thorough investigation of performance outliers, analyze findings, and make recommendations on adjustmentsInterface with investment management, product specialist, RFP, and operations teams regularly to address performance inquires and related requestsEnsure data integrity and accuracy in all performance and attribution reportsWork closely with the investment teams and IT to support development and implementation of performance attribution model enhancementsCollaborate with the investment and risk teams to understand portfolio strategies and ensure accurate reflection in the attribution analysisComplete ad-hoc performance projects on an on-going basisStay abreast of industry best practices and contribute to continuous improvement initiatives within the performance analysis functionContribute heavily to the performance attribution workstream of the Aladdin implementation efforts.Required Qualifications
Bachelor's degree in Finance, Economics, Accounting or related field10+ years of experience in portfolio performance validation and attributionFamiliarity with performance attribution models and vendor platforms in the industryProficient in Excel with demonstrated knowledge and experience in formula writingSolid knowledge of fixed income, equity, and derivatives securitiesProfessional Skills Qualifications
Strong analytical skills and rigorous attention to detailSolid written and verbal communication skillsA quick learner and a strong team playerDemonstrated ability to take initiative and ownership of responsibilitiesA self-motivated individual with high professionalism and accountabilityDesired Qualifications
Master's degreeCFA and/or CIPMKnowledge of SQL, VBA, and/or Python strongly preferredFixed income attribution related experienceEstimated Compensation:Base Salary:
For CA based position, the base salary range is $185k to $200k. This is an anticipated range only.Other Compensation : Eligible to be considered for an annual discretionary bonusBenefits : Eligible for TCW's comprehensive benefits package. See more information here.#LI-JS1