Job Description The Manager (Quantitative Research) is responsible for leading the development of quantitative models used to develop asset allocation and portfolio construction recommendations.
This role will drive the continuous development of research and quantitative analysis activities with the aim of improving expected returns and risk for fund members.
Key accountabilities: Lead the development of Rest's internal stochastic capital market assumption models across all asset classes and oversee model governance.
Develop asset allocation optimisation models and recommend strategic asset allocations for all investment options.
Provide portfolio construction and deployment advice to private markets asset classes based on internally generated research.
Provide modelling insight and recommendations on the inclusion of new asset classes and their impact on portfolio design.
Develop quantitative ESG research to inform portfolio construction, including climate scenario analysis.
Represent the Investment Strategy and Asset Allocation team on investment data, technology stack and investment data strategy committees.
Undertake ad hoc research to inform investment decision-making.
Qualifications Qualifications: Post graduate qualifications in Financial Mathematics, Actuarial Science, Computer Science, Econometrics or related disciplines.
A PhD degree in a quantitative discipline will be highly regarded.
Required experience, understanding or credentials including : Significant demonstrated experience in a senior quantitative role.
Excellent coding, data transformation and automation skills with Python, Matlab, R, SQL or similar.
Strong knowledge of the asset allocation and portfolio construction processes within asset owners.
The ability to explain complex quantitative concepts to a wide variety of audiences.
Experience with managing small teams with a demonstrated ability to develop and mentor more junior colleagues Additional Information Our benefits have been designed so you can tailor your experience with us and include: Personal and professional development opportunities Hybrid working Purchase leave scheme and gender neutral 16 weeks paid parental leave Super Contribution Continuation for 12 Months of parental leave Linkedin Learning Income Protection Insurance Rest Excellence awards (peer recognition awards based on Rest's values and behaviours) Rest Stops - meeting free breaks If you share our values, believe you can help make a difference for our members and want to be part of a leading superannuation fund with a Super culture, please click Apply Now.
Rest is committed to creating a flexible work environment and culture that embraces diversity, equity, and inclusion - where people feel welcome, safe to be themselves and inspired to do their best.
We value the different backgrounds, lived experiences and abilities our diverse team brings.
We welcome and encourage applications from candidates of all ages, cultural backgrounds, faiths, gender identities, sexual orientations and thinking styles.
This includes people with disability, neurodiverse individuals, Aboriginal & Torres Strait Islander peoples and those with disrupted work history due to career or other breaks.
Please note only people with the right to work in Australia will be considered.
*Funds under management as at 30 June 2024.
Rest is recognised as a Responsible Investment Leader by the Responsible Investment Association Australia (RIAA) in its Responsible Investment Benchmark Report 2022.