Job Description
About the role
As the long-term investment manager for the state of Queensland, the State Investments team focuses on the future, helping deliver value to our government clients.
We have an exciting permanent opportunity available for an Analyst, State Investments to contribute to the research program, to ensure the delivery of well-diversified and risk-controlled investment solutions to clients.
In this dynamic role, you will work collaboratively with the internal QIC investment teams and will participate and assist in all areas of multi-asset class portfolio management including capital markets analysis, strategic asset allocation, tilting, portfolio implementation, day-to-day cash flow management and oversight across both public and private markets.
Key responsibilities will include:
Playing a key role in setting the strategic asset allocation (SAA) research.
Actively involved with the SAA process and ongoing execution.
Developing and maintaining risk models for portfolio construction including portfolio stress tests and maintaining tools for portfolio construction.
Undertake research and develop tools to manage total portfolio outcomes including liquidity modelling, rebalancing strategy, risk factor analysis and portfolio optimisations.
Develop tools to simulate performance of asset allocation strategies.
Contributing to the development of models used to tilt the portfolio (valuation, momentum, cycle etc).
Assisting with performance monitoring and attribution analysis of total portfolio outcomes.
About you
You will have strong attention to detail and excellent analytical, problem-solving and quantitative skills.
In addition, you will have a passion for asset allocation and portfolio construction.
You most likely meet the below criteria:
Experience in multi-asset class portfolio management.
Exposure to portfolio construction and asset allocation.
Ability to undertake quantitative analysis using tools such as Excel, PowerBI, Python, Matlab or Jacobi.
Solid understanding of methodologies and models, and familiarity with various asset classes and strategies.
Excellent verbal and written communication skills with the ability to collaborate with others.
Experience dealing with shifting priorities and meeting deadlines.
Tertiary qualifications in economics, finance, commerce, engineering or other relevant field.
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