Portfolio Optimization Expert

7 days ago


Melbourne, Victoria, Australia Hostplus Pty Full time

About Us

Hostplus Pty Limited is a leading Australian superannuation fund, dedicated to helping our over 1.7 million members achieve a brighter financial future. We are passionate about fostering an inclusive and diverse workplace culture.

Job Summary

We are seeking a highly skilled Portfolio Optimization Expert to join our Investments team. In this role, you will be responsible for supporting the optimization of long-term net investment returns through strategic portfolio construction and risk management.

Your key responsibilities will include:

  1. Developing and implementing sophisticated portfolio optimization strategies to maximize returns while minimizing risk.
  2. Collaborating with cross-functional teams to design and implement effective risk management frameworks.
  3. Analyzing complex data sets to identify trends and insights that inform investment decisions.
  4. Communicating findings and recommendations to senior stakeholders through clear and compelling presentations and reports.

Requirements

  • Bachelor's degree in any numerate and analytical discipline (such as Mathematics, Statistics, Finance, Actuary, Economics, Physics, Computer Science, Data Science, etc.)
  • Strong analytical skills with attention to detail and accuracy
  • Strong critical thinking, deep intellectual curiosity, and robust problem-solving abilities
  • Excellent written and presentation abilities, with the capacity to communicate effectively across all organizational levels
  • Proficiency in a coding language (such as R/Matlab/Julia/Python/VBA/SQL/Power BI)
  • Experience with risk systems (such as Aladdin, FactSet, StatPro, Macrobond, Bloomberg, Refinitiv, and equivalents)
  • An interest or knowledge of financial markets
  • An interest or background in asset management across a broad range of asset classes
  • Knowledge and/or experience in the Superannuation environment
  • Knowledge of advanced mathematical and statistical techniques such as (non-)linear regression, ARIMA, VaR, Monte-Carlo/stochastic simulations, and Bayesian statistics


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