Portfolio Construction Manager

Role:

Assist in designing active investment risk strategies and effective implementation of Risk Budget for portfolio managers. The role will work closely with the Portfolio Management teams, as well as continuous interaction with the various teams within the Quantitative Research Group.
Optimise the structure of the funds by seeking new ways of constructing portfolios and challenging investment ideas.
Be responsible for developing quantitative techniques that support portfolio managers in their investment decisions. In particular, there will be strong interaction between Financial Engineering and the Quant Analytics Development group to further the development of the risk approaches and systems.
Contribute to the design of the proprietary risk systems to support Risk budgeting and active risk management
Implementing prototypes to support the proposed quantitative approaches and to assess their effectiveness before their migration into the global system.

Accountabilities:

Candidate will be focussing on emerging markets portfolios (Equities and Fixed Income).
Analysis and optimisation of the performance/risk composition of all portfolios under management
Developing models to identify the factors that drive performance and enhance it
Design new strategies aiming to improve the performance profile of the portfolios
Support Senior Management and Portfolio Managers in driving business successes through a critical and constructive analysis of the composition of funds
Regular reporting on funds performance and risk composition to portfolio managers and senior management

Qualifications:

Experience:

Candidate profile's which meet the requirement's as set out as above will be contacted in due course.

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