I know this board's BB&IB-centric, but I like that they've devoted a whole section to Asset Management.
I spent 2 years at a small (~$2B AUM) firm in LA after graduating from a target school. Being the sole analyst, I did everything from pitchbooks (shockingly), to RFPs, to portofolio analysis and modeling, to making sure the 2 MD's and lone trader were happy 24-7.
If you have any questions about the industry, culture of other AM firms (I've probably talked to people in dozens of other AM firms), and general questions, I'm more than happy to share any wisdom or at least how to make sure you don't F things up.
I will say 2 things: (1) being in front of the Founder/MD at all times was a tremendous learning experience and (2) it is tough to justify a long-term career in the industry (for specific reasons).