Role Description - AustralianSuper
Position Description
Part A - Role Specification
|Role Title: |Manager/Senior Manager, Portfolio Construction |
| |(Macro and Portfolio Construction Team) |
|Department: |Investments |
|Position Statement (succinct statement of why the position exists) |
|In this management-level role, the appointee will be responsible for developing and maintaining the portfolio construction capabilities of the Macro |
|and Portfolio Construction team. The Macro team has the responsibility for the developing the Fund’s broad asset allocation strategy and the |
|recommending the asset allocation strategy with Balanced option. |
| |
|The role complements the remainder of the Macro and Portfolio Construction team, whose role is to develop economic insights and potential asset |
|allocation strategies for implementation. |
|Key Duties (what is done, how it is achieved and what the end result is) |
|Advise on the proposed sizing/allocation of assets and strategies across the Balanced option having regard to: |
|The strategies recommended/available across the investment department; |
|The Fund’s shorter-term tactical and longer-term strategic objectives and performance targets; |
|The Amount and allocation of risk; |
|Any Constraints (e.g. costs, illiquidity). |
|Communicate the results the Macro and Portfolio Construction team and influence key stakeholders across the investment department. |
|Oversee the development and maintenance of quantitative models/portfolio construction tools required by the Macro and Portfolio Construction team. |
|Models include portfolio risk, factor risk, risk budgeting and macro-factor/strategy back-testing. |
|Monitor and research developments in new asset classes and investment strategies, sourcing input from other teams in the investment department, the |
|broader investment industry and academia. |
|Guide and develop research agenda into new and existing portfolio construction techniques, including quantitative modelling and testing of approaches|
|to portfolio construction and design, including the balance of strategic, tactical, active and passive strategies. |
|Mentor and guide staff responsible for quantitative modelling within the Macro and Portfolio Construction team. |
|Contribute opinions and ideas into the Macro and Portfolio Construction Team’s setting of the asset allocation strategy. |
|Quantitative Data (e.g. Number of Staff) |
|Staff (direct reports) 1-2 |
|Budget n/a |
|Delegations, Authority Levels, and Decision Making (including decisions made by incumbent as well as referrals to higher authority) |
|All work will be subject to the review the Head of Macro - Portfolio Construction. |
Part B - Person Specification
|Qualifications and Skills (indicate whether mandatory or desired) |
|Mandatory: |
|Superior tertiary qualifications in Finance, Mathematics, Econometric, Actuarial Studies or a related field, including postgraduate studies in an |
|investment or mathematical field; |
|Ability to synthesize complex information into concise conclusions and communicate them in a comprehensible manner; |
|Strong experience working in a team environment, including working collectively with team members and a demonstrated capability to work |
|collaboratively with specialists in assets classes, |
|Demonstrated strong understanding of quantitative modelling; |
|Willingness to learn and contribute to team initiatives and activities, including contributing to team discussions on investment issues; |
|Self-starter, with an ability to undertake research projects; |
|A strong desire to develop a career in investments. |
| |
|Desired |
|Comfortable working in small, collaborative team environment, where team members are expected to have the capacity to work independently on certain |
|projects, and be prepared to work together and provide feedback and input team initiatives; |
|Hardworking, with high levels of energy, commitment and drive; |
|Strong understanding of investment principles, investment instruments and the financial markets. |
|Understanding of programing in one or more languages (Python, C++, Matlab, R, etc.) is a plus |
|Experience Profile (indicate whether mandatory or desired): |
|Mandatory |
|A minimum of ten years’ experience working with an institutional investment manager, asset consultant, institutional fund/investor, investment bank |
|or research house will be looked upon favourably; |
|Experience in Advanced use of MS Office products and investment system/s especially Excel |
|Experience in statistical / econometric modelling software; |
|Knowledge and capability to undertake statistical analysis (including times series, factor and cluster analysis) and econometric modelling and |
|forecasting; |
|Experience in undertaking significant research projects involving financial and/or economic data, either though university or in the workforce; |
|Experience in preparation and delivery of reports and/or research findings. |
| |
|Desired: |
|Management experience in investments in a financial services environment |
|Experience in working in a team environment. |
Part C – Required Competencies
|Competencies Profile |
|(See Competency Dictionary for details) |
|Competency |Required Level |
|Shapes member experience |Developing |
|Technical competence |Effective |
|Business and industry awareness |Developing |
|Teamwork |Effective |
|Embracing challenge |Effective |
|Informed and decisive judgement |Developing |
|Results delivery |Developing |
Part D – Additional Information
|Additional Information |
|This description is indicative of the range of job requirements and accurately reflects the requirements of the role at the time of writing. Due to|
|the nature of the work environment changes may occur to this role over time. The job comprises other duties as required. |
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