Quant Analyst – Asset Allocation

Full Job Description

Job Purpose:

You will be responsible for developing and evolving the team’s models across the multi-asset universe to inform the strategic, dynamic, and tactical asset allocation view.

Working closely with the Head of Asset Allocation, you will be responsible for developing the attribution analysis of the team’s multi-asset model portfolios and associated performance reports. You will be contributing to the day-to-day management of team’s portfolio construction input to investment managers.

This is a generalist role requiring broad knowledge of the global multi-asset investment universe. 

Key Areas of Responsibility:

• Develop and maintain asset allocation models across multi-assets to produce investment recommendations on an absolute and relative basis.
• Develop and produce attribution and risk analysis on existing multi-asset model portfolios to capture asset allocation effects.
• Produce performance reporting and analytics including sub-asset class commentary.
• Explore and develop optimisation models to formulate the team’s strategic asset allocation view.
• Research and analyse best practice quantitative approaches to portfolio construction.
• Work closely with the broader research team to evolve existing quantitative models, streamlining and standardising output. 
• Provide up to date market analysis in morning research meetings and contribute to blogs and other thought pieces.
• Write and communicate research notes for distribution to the investment manager network.
• Respond to the organisation’s changing research needs in a flexible and constructive manner.
• Provide timely and effective responses to requests from the investment manager network.

Qualifications & Experience:

• Ideally 3 – 5 years proven multi-asset quantitative analysis experience gained through working at relevant organisations such as wealth or asset managers.
• Experience of attribution analysis within a portfolio management environment.
• Experience of means-variance optimisation and similar modelling.
• Demonstrable experience of portfolio construction and risk frameworks.
• Strong knowledge of multi-asset instruments and interaction methodologies.
• Educated to a degree level with a relevant industry-recognised professional qualifications.
• Extensive experience of using financial databases, e.g. Bloomberg.

Knowledge & Skills:

• A flexible and collaborative approach, always placing team over self.
• A self-starter, highly motivated and with strong attention to detail.
• Comfortable working with a high degree of autonomy and accountability.
• A good understanding of multi-assets, macroeconomics, and econometrics.
• Exceptional quantitative skills to evolve in-house analytics, preferably in Python.
• The ability to formulate and communicate investment views.
• A client-friendly communication style, both written and verbal.
• Excellent analytical and problem-solving skills.
• Proficient in using Microsoft Office, with strong Excel skills. 
• An understanding of the UK wealth management space.