Investment Analyst

Investment Analyst - Portfolio Construction and Risk

**Careers with Impact**

More than one million Australians trust HESTA with their money. HESTA is a top-performing industry super fund working for real-world impact. We use our expertise and influence to deliver strong long-term returns while accelerating our contribution to a more sustainable world.

HESTA is also an inspiring and rewarding place to work. That's because what we do makes a difference to the lives of our members. The people who work at HESTA are not only exceptional at what they do, they're focused on living and creating a strong organisational culture. We're an industry super fund dedicated to the people who keep our communities going. People who provide some of the best health, education and community services in the world are HESTA members - and we are proud to serve them.

**Bring your authentic and passionate self to this exceptional role #careerswithimpact**

Supporting the portfolio construction and risk team, you will and contribute to the multi-asset risk analysis, risk attribution, long term and medium-term asset allocation process, strategy implementation and strategy oversight.

You will support the development and maintenance of a comprehensive long-term risk budgeting model and develop customised risk dashboards to convey qualitative and quantitative risk settings for each Investment Option.

You will conduct reviews of medium and long-term strategic asset allocations and establish asset class strategies. Key activities include portfolio scenario modelling, cash flow and liquidity modelling and contributing to the development of capital market assumptions, notably volatility, correlation and return distribution profiles. You will monitor portfolio positions and highlight potential changes, implementing asset allocation changes with operations teams.

**About you**

With intermediate to advanced quantitative skills you will have some experience of Portfolio Construction approaches, monte-carlo simulation and other risk modelling considerations (e.g. VaR, tracking error, risk factor analysis). You will have an understanding of interrelationships of different asset classes and sub-betas within and across the total portfolio.

Technical skills such as intermediate to advanced knowledge of VBA, Python, R, Matlab is essential. You will have experience in quantitative analysis and interpretation of capital market data to provide investment insights and recommendations, gained in an investment bank, super fund or fund manager.

A collaborative working style and a demonstrated ability to work on a range of deliverables with strict deadlines and a range of stakeholders is essential along with familiarity with risk systems such as BarraOne, FactSet etc.

**Benefits that matter and make a difference for our employees**

**o **Leave for those moments that matter, an additional 6 days of leave at the end of year, up to 6 days paid volunteer leave, gender neutral paid parental leave of 20 weeks, Gender Affirmation leave, reproductive health and wellbeing leave, Cultural and Ceremonial leave. Access your LSL after 3 years, take AL at half pay, and purchase up to 2 weeks additional leave (just to name a few)
- Your Professional development matters, up to $5k per year professional development and up to 8 days professional development leave, HESTA scholarships and free access to a range of premium learning tools.
- Your health and wellbeing matters, free annual flu shots and skin checks, incredible social events throughout the year and a comprehensive employee assistance program available 24/7.
- Your financial wellbeing matters, 15% super, financial planning support, end of year payment for all Enterprise Agreement-covered employees, incentivised Employee Referral Program and novated lease options.

Please note: Applications via recruitment agencies will not be accepted for this position

Job ID 2266