Western Asset

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Performance Specialist

Performance Specialist

Investment Support


Individual will be a member of the Systems & Data Management team within the Performance Measurement group.  He/she will play a key role in managing the quality and accuracy of detailed performance analysis generated by the group.  The individual will require a strong understanding of performance measurement techniques and be able to demonstrate a detailed knowledge of the Global Investment Performance Standards.  This person is expected to quickly learn and master the performance system (Eagle PACE); he/she will work close to technology enhancing the system and developing new reports and procedures to help service the business more effectively.  This individual will be required to master technical concepts related to database structure and code developing.


Additionally he/she will be assigned multiple projects and will be expected to work independently under minor supervision and manage through completion.  Individual will be responsible for communicating investment performance analysis to business partners both internally and externally. This will include executives, portfolio management, risk management, compliance officers and all levels of management.  Along with these responsibilities and competencies, we are looking for an individual who possesses a positive attitude and understand the importance of taking initiative within a team environment.



  • Report to the manager of the Performance Group while interacting with portfolio compliance, analytics, client services and the investment management team.
  • Apply analytical thinking to support non-standard performance calculations including:
    • Performance impact analysis across single or multiple portfolios
    • Hypothetical performance based on representative assets or benchmarks
    • Support trading / compliance with ad hoc gain/loss analysis requests
    • Oversight of Performance Hedging methodologies and application
  • Demonstrate solid understanding across portfolio valuation across all fixed income instruments; liaise with portfolio administration and security operations to understand and interpret the factors that drive performance.  Identify potential abnormalities in the valuation process and escalate accordingly to the necessary groups.
  • Verify accuracy of portfolio and benchmark performance analysis including risk statistics
  • Support existing custom calculations and work with business partners to support ongoing requirements including tax-equivalent and after-tax performance calculations.
  • Participate in account transition meetings to discuss non-standard transitions, custom client calculations and ensure adherence to GIPS standards.
  • Work with technology to build up security level performance in the data repository (PDR) and develop queries to aggregate results.
  • Monitor and research performance information; work with business partners to ensure accurate calculations for the commingled vehicles and separately managed accounts.
  • Use critical thinking to solve complex performance requests; analyze requirements, interpret requests and rally resources to complete requests in an effective and accurately manner.
  • Gain a strong understanding of the performance system’s complex architecture.
  • Partner with the technology team on performance projects; coordinate implementation efforts and ongoing end user enhancements.  Work with technology to:
    • Enhance current process work flow process.
    • Develop and validate new reports.
    • Analyze and document new business initiatives.

Perform user acceptance testing and validation for application upgrades


  • Minimum five years of related experience in the financial services industry, including performance calculations.
  • Strong knowledge of portfolio valuation, performance calculations and risk measures.
  • Solid computer skills with a high level of proficiency in Microsoft Excel are required.
  • Effective communication to all levels within the organization.
  • Excellent organizational skills and experience coordinating projects.
  • Proven analytical and problem solving abilities.
  • Extensive knowledge of Eagle PACE and/or other performance systems is required.
  • Knowledge using and developing MS Access databases is preferred
  • Financial analysis experience is a plus.



Academic Qualifications (minimum requirements):

Undergraduate (or higher) degree in related field. 

  • CIPM or CFA designation desired.