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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