Strategic Portfolio Analyst
1 week ago
We are seeking a highly skilled Strategic Portfolio Analyst to join our portfolio construction and risk team. This role will be instrumental in conducting research and modelling that informs recommendations for medium-term and long-term strategic asset allocations.
Key Responsibilities:
- Provide input on potential portfolio impacts from market dynamics and macro-economic factors
- Develop customised capital market assumptions
- Coordinate the activities of analysts in the team
- Contribute to improving portfolio modelling outcomes such as volatility, correlation, and return distribution profiles
- Guide the development and configuration of systems and tools used in portfolio and risk modelling
- Identify emerging opportunities and risks in portfolios and products
About You:
You will have intermediate to advanced quantitative skills with experience in portfolio construction approaches, Monte Carlo simulation, and other risk modelling considerations. A good understanding of different asset classes and sub-betas within and across the total portfolio is essential.
Requirements:
- Intermediate to advanced knowledge of VBA, Python, R, or Matlab
- Experience in quantitative analysis and interpretation of capital market data
- Collaborative working style and ability to work on multiple deliverables with strict deadlines and diverse stakeholders
What We Offer:
We offer a competitive package including leave entitlements, professional development opportunities, and access to premium learning tools. Our company values diversity and inclusion and welcomes applications from candidates with unique backgrounds and experiences.
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