Andre McCarthy
Senior Manager - Investment Attribution
Old Toronto,ON
Summary
Highly experienced and motivated Senior Manager with over 15 years of experience in investment attribution reporting and analysis for a large Canadian asset manager. Skilled in managing and analyzing large data sets, developing performance attribution models, and producing reports to aid in investment decision-making. Adept at leading teams, building relationships, and communicating effectively with stakeholders.
Overview
19
19
years of professional experience
9
9
years of post-secondary education
Work History
Senior Manager - Investment Attribution
Ontario Municipal Employee Retirement System
Toronto, Ontario
09.2018 - Current
- Awarded OMERS' award for humility for work done for Asia Investment team - working closely with Singapore office to ensure their investment reporting needs were met as fund deployed capital to grow Asia Investment program
- Manage team of managers and senior analysts responsible for producing daily, weekly, and monthly investment performance reports for portfolio managers and senior executives
- Provide finance support to Global Multi Asset (~$25 billion) team. Responsible for managing all their reporting needs daily, providing profit and loss figures on positions; period % returns; sensitivity metrics (DV01 & CS01) and exposure reporting.
- Responsible for all compliance reporting for Capital Markets – covering regulatory, internal and Board investment guidelines
- Developed and maintained performance attribution models for various investment strategies, including equity and fixed income strategies to support investment decision-making and to provide management with insights to better understand performance of plan or strategy.
Manager - Performance Reporting & Attribution
Ontario Municipal Employee Retirement System
Toronto, ON
06.2008 - 09.2018
- Provide finance support to Capital Solutions team (~$6 billion) team. Responsible for managing all their reporting needs daily, providing profit and loss figures on positions; period % returns (gross & net).
- Responsible for reporting on liquidity risk and counterparty risk across total plan. Daily monitoring of Liquidity Coverage Ratio (LCR) and to ensure counterparty credit limits are not breached and collateral positions (by credit line) are accurately reflected and attributed to relevant portfolios.
- Responsible for developing & managing the currency hedging (~$36 billion) framework across Total Plan. This involved coordination with several teams; including Risk, Corporate, Portfolio Managers and Compliance to execute on a new policy designed to improve liquidity and better manage FX risk.
- Responsible for managing and preparing Operating Plan (budget) of OMERS Total Plan annually. This involves coordination across all business units and corporate finance to consolidate Total Fund expected investment income and expenses (MER). My team was also responsible for managing and preparing quarterly reforecast to monitor progress against budget.
- Manage team of senior analysts and analysts responsible for producing daily, weekly, and monthly investment performance reports for portfolio managers and senior executives
Senior Analyst - Performance Reporting
Ontario Municipal Employee Retirement System
Toronto, ON
09.2004 - 06.2008
- Reporting to Manager - Performance Attribution & Reporting; responsible for reporting on performance of several strategies within capital markets.
- Performed system analysis, documentation, testing, implementation, and user support for platform transitions.
- Validated results and performed quality assurance to assess accuracy of data.
- Identified and resolved problems through root cause analysis and research.
- Streamlined FX reporting within team reducing errors by over 80%.
Education
Chartered Financial Analyst (CFA) - Investment Management
CFA Institute
Toronto, ON 01.2000 - 06.2003
MBA - Finance & International Business
McGill University
Montreal, QC 09.1994 - 06.1996
Bachelor of Engineering - Civil Engineering
McGill University
Montreal, QC 09.1990 - 06.1994
Skills
Performance & Management Reporting
Managerial experience
Knowledge of Investment securities
Measurement of liquidity & counterparty Risk
Currency (FX) Management & Reporting
Investment Attribution Analysis
Oral & Written Communication
Timeline
Senior Manager - Investment Attribution
Ontario Municipal Employee Retirement System
09.2018 - Current
Manager - Performance Reporting & Attribution
Ontario Municipal Employee Retirement System
06.2008 - 09.2018
Senior Analyst - Performance Reporting
Ontario Municipal Employee Retirement System
09.2004 - 06.2008
Chartered Financial Analyst (CFA) - Investment Management
CFA Institute
01.2000 - 06.2003
MBA - Finance & International Business
McGill University
09.1994 - 06.1996
Bachelor of Engineering - Civil Engineering
McGill University
09.1990 - 06.1994