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Portfolio Manager, Structuring & Quantitative Strategies
 
  • Join AustralianSuper’s largest super fund
  • Collaborative working culture
  • Be part of our global growth

AustralianSuper is Australia’s largest superfund and is for all Australians and businesses. We put members first in everything we do with the goal of helping to create the best possible retirement outcome.

Here’s where you come in…

To support the growth of AustralianSuper we are seeking a Portfolio Manager, Structuring & Quantitative Strategies. Reporting to the Senior Portfolio Manager, Structuring & Quantitative Strategies, you will play a critical role in supporting the research, development and management of internally managed derivative and systematic alternative risk premia strategies within the Fixed Income, Currency & Cash (FICC) Group. This will include strategies across rates, currencies, commodities, credit and volatility asset classes, and will specifically focus on systematic, transparent and scalable strategies that seek to deliver alternative sources of alpha via allocation to fundamental, behavioural and structural alternative risk premia factors.

Responsibilities:

  • Support the management of existing internally managed strategies of the FICC Portfolio Structuring & Quantitative Strategies team in line with mandate objectives and constraints.
  • Lead the development and industrialisation of quantitative research data, tools and infrastructure.
  • Conduct in-depth research and analysis into derivative and systematic alternative risk premia strategies across rates, currency, credit, commodities and volatility asset classes.
  • Generate investment recommendations for new strategies and enhancements to existing investment processes, including the preparation and presentation of in depth strategy research papers and detailed articulation of investment objectives, rationale, process and empirical testing results.
  • Engage and build relationships with derivative counterparties and external managers of quantitative investment strategies.
  • Collaborate with the wider FICC team and other asset classes to enhance the Fund’s overall research capabilities, insights and investment decisions.
  • Collaborate with internal teams to ensure optimal whole-of-fund portfolio construction, implementation and execution of strategies.

You’ll need…

The successful candidate will possess demonstrated skills in the design and portfolio management of derivatives-based and quantitatively focused strategies, with experience across rates, currency, credit, commodities and volatility asset classes. You will have gained this experience with an institutional investment manager(s) and/or investment bank(s). You will also possess the following:

  • Post-graduate level qualification(s) in Finance and/or a quantitative discipline
  • Deep understanding of exchange traded and over the counter (OTC) derivative instruments
  • Extensive programming experience, preferably in Python
  • Expertise in portfolio construction, risk budgeting, and performance measurement.

You will have a keen willingness to problem solve and demonstrate analytical skills along with high attention to detail and an ability to synthesize complex information into concise conclusions. You must be able to critically analyse investment ideas and be able to articulate this effectively in both written and verbal form.

What’s next…

If you would like the opportunity to work in a challenging, growing and rapidly evolving environment to deliver outstanding results that benefit members, please apply now! Aboriginal and Torres Strait Islander people are encouraged to apply.

Agencies please note: this vacancy is being managed directly by AustralianSuper’s Recruitment team. We will contact our preferred agency partners should we require additional support. Thank you.

Job Ref: CA000109
Submitted: 18-11-2019
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