Senior Performance Analyst

2 weeks ago


Los Angeles, California, United States The TCW Group, Inc. Full time
Senior Performance Analyst Position

About the Role

The TCW Group, Inc. is seeking a highly skilled Senior Performance Analyst to join its Performance & Attribution team. As a key member of this team, you will be responsible for performance validation, analysis, and insights for TCW investment portfolios.

Key Responsibilities

  • 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 adjustments.
  • Interface with investment management, product specialist, RFP, and operations teams regularly to address performance inquiries and related requests.
  • Ensure data integrity and accuracy in all performance and attribution reports.
  • Work closely with the investment teams and IT to support development and implementation of performance attribution model enhancements.
  • Collaborate with the investment and risk teams to understand portfolio strategies and ensure accurate reflection in the attribution analysis.
  • Complete ad-hoc performance projects on an ongoing basis.
  • Stay abreast of industry best practices and contribute to continuous improvement initiatives within the performance analysis function.
  • Contribute heavily to the performance attribution workstream of the Aladdin implementation efforts.

Requirements

  • Bachelor's degree in Finance, Economics, Accounting or related field.
  • 10+ years of experience in portfolio performance validation and attribution.
  • Familiarity with performance attribution models and vendor platforms in the industry.
  • Proficient in Excel with demonstrated knowledge and experience in formula writing.
  • Solid knowledge of fixed income, equity, and derivatives securities.

Preferred Qualifications

  • Master's degree.
  • CFA and/or CIPM.
  • Knowledge of SQL, VBA, and/or Python strongly preferred.
  • Fixed income attribution related experience.

Compensation and Benefits

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 bonus.

Benefits: Eligible for TCW's comprehensive benefits package.



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