The Position

LMI's Performance & Attribution (P&A) team is responsible for providing performance measurement, performance attribution, ex-post risk/reward analysis and reporting covering the firm's full range of assets (Global/Domestic Fixed Income, Private Equity, Private Real Estate, etc.), used by the investment staff, senior management and LMI internal clients. The team provides insightful feedback about various drivers of absolute and relative investment performance.

The P&A Senior Director leads a team that identifies appropriate benchmarks, develops performance reporting, and evaluates the firm's performance through insightful analytics. By setting standards and implementing controlled processes, P&A provides an independent source of truth for various audiences. The team is tasked with crafting and driving various processes and projects, producing reporting views, and providing analytical insights (scheduled and ad hoc) into LMI's investment portfolios. These responsibilities include a continuous focus on improving existing processes to build a best-in-class P&A capability.

Responsibilities

• Provide strategic vision and leadership on evaluating our portfolio's performance
• Serve as the thought leader and communicator of performance/attribution, providing strategic guidance on best practices across the portfolio
• Present and explain performance/attribution results to senior leaders and portfolio managers across LMI
• Manage the quality and timely calculation and validation of returns and analytics (daily, monthly, quarterly, etc.)
• Contribute to the design, calculation, and administration of LMI's incentive compensation process
• Design and maintain policies and procedures related to performance measurement
• Evaluate the appropriateness of performance benchmarks and peer comparisons
• Research and recommend methodologies to measure and benchmark new asset classes
• Oversee and coordinate responses to ad hoc analyses and special performance-related requests
• Develop tools and reporting to gain greater insight into active portfolio management decisions
• Work with PMs/trading to analyze tactical asset allocation decisions with a focus on the key drivers (FX, interest rates, security selection, etc.)
• Manage relationships across several stakeholder groups (portfolio managers, audit, compliance, compensation, regulators, etc.)
• Stay abreast of performance & attribution methodologies and tools, ensuring LMI is using the most robust measures available

Qualifications

• 10+ years of relevant investment performance or analytical leadership work experience
• Comprehensive performance and industry knowledge (including diverse asset types, complex/diverse portfolios), ability to independently cover complex topics and identify anomalous results
• Demonstrated ability to deliver, interpret and communicate investment performance, attribution and results
• Strong leadership experience including building and motivating teams
• Excellent analytical and problem-solving skills with a focus on data driven decision making
• Experience covering fixed income and private/alternative investments is preferred
• A deep understanding of asset management terminology and familiarity with investment instruments (including derivatives)
• Exceptional communication and interpersonal skills, including negotiation, facilitation, influencing, and consensus building skills
• Ability to manage multiple responsibilities and time-sensitive deliverables
• Must possess strong analytical, strategic, project management, decision-making and problem-solving skills
• Bachelor's degree in business, finance, math and/or economics
• MBA, MSF, CFA and/or CIPM progression/participation beneficial/preferred
• Relevant additional professional designation (e.g., FRM or CAIA, etc.) a plus