This role will play a pivotal role in supporting strategic investment decisions with high quality quantitative research and driving innovation across the portfolio construction process.
Help construct and maintain a number of multi-asset and equity portfolios.
Create tools supporting quantitative investment process and performance analysis. Setting up of stress-tests and scenario analysis.
Work closely with the Investment Risk team to research how the investment process can become more focused on investment risk allocation and make better strategic investment decisions across all asset classes
Translate Investment Committee views into a range of asset allocations
Participate in Fund Reviews with portfolio managers, ensuring that key risks are understood and discussed
Undertaking quantitative research and a variety of financial datasets in line with business needs and working with Risk, Investment and Technology to build innovative solutions
Write-up of risk commentary, and ad-hoc risk analysis as requested.
Risk-On Risk-Off analysis for strategy meetings.
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About You
Demonstrable experience researching or practicing portfolio construction and / or associated risk experience
Experience building investment models for use in strategic investment decision making
Advanced Excel with interest / proficiency in Python, R or VBA
Maters degree/CFA/FRM or similar qualification preferred??
Self-motivated, humble, hungry and smart, confident, proactive and a team player
Creative thinker with ability to generate ideas and stimulate discussions using both qualitative and quantitative approaches
Able to function independently, take ownership and deliver on key research initiatives
Strong communication skills, including being effective at interacting with key stakeholders
Internal Number: 13252129
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