Quantitative Investment Analyst

Key responsibilities:

• Create database to monitor and compare performance of external managers. 

• Develop and automate a risk monitoring process to ensure that external mandates are being correctly managed and to provide consistent management of risk adjusted returns across portfolios.

• Backtest the appropriate use of different benchmarks based on macro and risk variables and provide standardised analysis to support benchmark selection.

• Develop quantitative investment tools to aid in investment decision making.

• Develop macro database.

• Develop and maintain historic and forward looking optimal portfolio allocation models according to different risk and return parameters.

 Qualifications/experience:

•  3 -5 years investment experience working

• Knowledge of multi-asset investment management

• Experience in portfolio optimisation

• Programming ability

• Experience using Bloomberg