Fidelity International - Multi Asset (London)
Head of Portfolio Analytics
Responsible for the team of analysts providing intelligence on existing portfolios, advisory accounts and portfolios building blocks (including both active and passive investments). Covered the different disciplines both on ex-ante and ex-post basis alongside tests and sanity checks. Delivered regular reports and ad-hoc notes.
Key stakeholders: FIL Global Business Operations (direct report to COO), portfolio managers/CIO, investment directors/distribution, FIL Investment Management Risk.
New technologies/systems have been implemented following an agile process. Delivered on the requirement of providing the best possible information about how the money is managed. This was deployed for both internal and external consumption thanks to the adoption of advanced enterprise data management and use of innovative visualisations enhancing the quality and appeal of the broad reporting suite.
- Portfolio analysis: covered exposure/concentration, sensitivity, ex-ante risk (expected volatility/VaR, scenario analysis), ex-post performance (returns and attribution/contribution), peer group analysis, liquidity metrics.
- Risk management: risk analysis at portfolio level and, crucially, exploring contribution/attribution focusing on factor models; close relationship with the internal risk management functions covering regulatory requirements.
- Team management: promoted of personal growth and acquisition of new skills for the team members. Automation of recurrent jobs and focus on value-added analysis.
- Personal development: up to date with industry developments and research; constantly explored new ways of doing things. Attended relevant seminars and wrote notes about risk and investment management in the context of the current market situation.
- Relationships: built a network of contacts within the company making sure the team was aware of the various developments and priorities. Kept regular dialogue with the stakeholders adapting the information provided following their requirements.