Asset Allocation - Quant & risk analyst, Regno Unito-Londra

Growing investment management business with pension fund clients, requires an analyst within the asset allocation to focus on modelling for risk and portfolio management functions.

The role:

- Support head of the team to develop and maintain quantitative models that support the asset allocation process. For example: 1) Models that support portfolio construction; 2)Risk management on a portfolio level, including optimization and stress tests; 3)Supporting the investment managers that are responsible for manager selection with modelling expected returns and risks of managers,etc

- Preparing and maintaining the Asset Allocation materials for the Investment Committee

- Progress towards contributing proposals in respect of asset allocation themes for investment, which involves both quantitative and qualitative research

The person:

- 1 to 4 years experience in quantitative asset allocation and/or portfolio construction and risk management. More experienced analysts with modelling experience and macro-economic and/or manager selection experience will also be considered.

- Academic degree in a quantititative subject (econometrics/statistics is an advantage) with a focus on financial markets

http://lavori.efinancialcareers.it/job-4000000000488644.htm