We are seeking a versatile individual on behalf of our client, a large investment manager and pension fund, to support the design of investment strategies that deliver long-term objectives. The role will span asset-liability modelling (ALM) and portfolio construction. You will drive research across these areas, sharing best practice and latest academic insights and, in the early stages, help develop ALM tools to production stage.
- Innovation of our internal ALM tools, working with stakeholders to prototype new features and bring them to production.
- Maintain macro-economic forecasts, expected returns and long-run risk relationships for all sub asset classes.
- Take the lead on elements of the client portfolio construction framework
(e.g. integration of ESG factors) that is used to design model portfolios at particular stages of a scheme’s journey plan.
- Apply client portfolio construction framework and work with broad range of stakeholders to maintain range of model portfolios that are well researched, understood and supported across the business.
- Conduct bespoke asset-liability modelling and research to support more significant investment strategy reviews by Client Investment Solutions team (who provide scheme-specific advice).
- Drive research agenda across ALM and portfolio construction, connecting with sophisticated asset owner and asset manager peers globally and sharing best practice and latest academic insights.
- Support ISR team initiatives through collaborative research, stakeholder management, communications and contributing to the team’s business plan and culture.
- Develop and maintain strong working relationships with stakeholders and colleagues across the business by actively reaching out, being helpful and setting aside sufficient time.
- Think innovatively and constructively challenge current views and suggest different ways forward to support our clients’ objectives. Not afraid to speak up knowing challenge is well received by colleagues.
- Ability to delve into the detail and then communicate to and influence stakeholders through concise and impactful language.
- Empathetic to different ways of working and different perspectives. Able to flex approach and ensure output is tailored for different stakeholders.
- Outcome-oriented and open minded. Focusing on consistent and regular delivery of output and adapting to changes in the team’s accountabilities and priorities.
Pro-active, driven and taking responsibility
We encourage applications from candidates with diverse backgrounds that meet some of the below, but importantly there is a passion and drive to learn quickly. This role will have the support of senior colleagues and there will be time to develop.
- Good understanding of statistics and experience applying statistical techniques to complex data. Ideally comfortable consuming academic research.
- Highly proficient in Matlab/Python/C++/C# and experience building investment models for use in strategic investment decision making.
- Previous exposure to asset liability modelling and/or portfolio construction research, ideally in a multi-asset environment.
Around 5-7 years of relevant experience. Open-minded on type of organisation