- The individual will play a role in shaping and evolving the Model Portfolio Services and be key to the successful delivery and distribution across all relevant market places and client segments
- Continue to develop and innovate a market leading MPS solution including model development, component and service delivery;
- Help perform various business-related functions of the investment team achieved by working in conjunction with multiple internal teams, including: PM’s, Product Managers, Sales & Marketing, Legal & Compliance
- Provide a level of fundamental oversight to the output of our quantitative asset allocation process
- Propose and conduct research on new and existing asset classes / factors for inclusion in model portfolios
- Assist with the external investment manager due diligence and screening process
- Contribute to the development and maintenance of strategic asset allocation models based on various frameworks such as mean variance optimization, minimum shortfall, simulation based, risk-parity
- Perform portfolio construction allowing for non-normal distributions and non-stationary correlations.
Skills and Qualifications:
- Experience of fund research and / or model portfolio function within an asset manager or wealth management company.
- Ability to communicate complex investment topics in an easily understandable manner.
- Up to three years of experience in a role entailing quantitative research and analysis
- Experience investing in a broad set of global asset classes through active and passive funds and ETFs.
- Excellent knowledge of statistics and optimization
- Excellent programming skills in R, Matlab or Python
- Understanding of portfolio construction, diversification, and optimisation in a multi-asset context and experience evaluating active investment strategies across a broad set of funds. This will include familiarity with factor investing and/or concepts around factor construction.
- Advanced degree in quantitative disciplines such as engineering, finance, operations research, or econometrics is required
- Some progress toward CFA designation or interest shown in the designation is required
- Strong ability to learn and translate abstract principles into systematic algorithmic representations
- Ability to prioritize work and allocate time efficiently to maximize impact to investment process
- Passion to deliver excellent work.
Source: for more information click here.
- Experience 3-5 Years