Portfolio Manager (Portfolio Analytics & Research) of the Investment Office

Portfolio Manager (Portfolio Analytics & Research) of the Investment Office (Ref.:531410)

We are seeking an experienced investment professional to join the Investment Office as Portfolio Manager (Portfolio Analytics & Research).

The Role

The appointee will focus on developing quantitative techniques and conducting research across asset classes for capital allocation, portfolio construction, risk management and hedging solutions to provide actionable insights that inform investment decisions and enhance the investment process. Key responsibilities include:

1. Portfolio Construction & Strategy

• Enhance capital allocation and portfolio construction processes using quantitative models and optimization tools to optimize risk and capital allocation ;
• Conduct forward looking scenario analysis and historical stress testing to assess portfolio resilience in different market scenarios;
• Develop and maintain risk decomposition and factor frameworks for portfolio analysis;
• Conduct market research and translate investment insights and market themes into actionable portfolio actions; and
• Support broader team’s work in driving portfolio construction, capital allocation and manager selection within the portfolio.

2. Quantitative Analysis & Research

• Conduct quantitative analysis including factor analysis to support investment decisions;
• Develop and maintain proprietary quantitative models for capital market and asset class analysis. Perform cross-asset correlation studies and risk decomposition analysis;
• Conduct research on market anomalies and potential systematic investment strategies; and
• Lead factor and risk analysis across portfolio holdings and strategies. Evaluate and implement risk premia strategies.

3. Market Research & Strategic Insights

• Prepare in-depth market research across asset classes and investment strategies;
• Analyze global macro trends and their impact on portfolio positioning;
• Develop and maintain systematic frameworks for market opportunity assessment; and
• Generate actionable investment insights from quantitative analysis and prepare comprehensive research reports on emerging investment themes.

4. Portfolio Management and Risk Analysis

• Develop and maintain risk management frameworks and monitor and analyze portfolio risk exposures across asset classes;
• Implement portfolio overlay strategies as part of risk mitigation when necessary; and
• Evaluate new investment opportunities through a quantitative lens and collaborate with other portfolio managers to optimize position sizing.

Qualifications and Qualities

• Bachelor's degree in quantitative field (Mathematics, Physics, Engineering, or related); advanced degree (Master's/PhD) or CFA designation preferred;
• At least 10 years of relevant investment experience, with focus on quantitative research and analysis;
• Strong programming skills (Python, R, or similar) and expertise in statistical analysis
• Experience in risk decomposition techniques (e.g., Principal Component Analysis, risk factor attribution);
• Good understanding of both traditional and alternative investment strategies with proven ability to develop and back test strategies across multiple asset classes;
• Strong communication skills with ability to explain complex concepts clearly. Exceptional analytical and problem-solving abilities;
• Knowledge of portfolio optimization techniques and experience with machine learning applications in investment management;
• Proficiency in financial databases (Bloomberg, FactSet) and programming languages;
• Experience with risk management systems and portfolio analytics platforms;
• Fluent in English with excellent writing, communication and presentation skill; and
• Self-motivated team player with a positive attitude and ability to multi-task and work independently.

What We Offer

The appointment will be made on a fixed-term full-time contract for 2 years, to commence as soon as possible with the possibility of renewal subject to satisfactory performance. A highly competitive salary commensurate with qualifications and experience will be offered, together with contract-end gratuity and University contribution to a retirement benefits scheme at 10% of basic salary. Other benefits include annual leave and medical benefits.

How to Apply

The University only accepts online application for the above posts.  Applicants should apply online and upload an up-to-date C.V.  Review of applications will start as soon as possible and continue until March 25, 2025, or until the posts are filled, whichever is earlier.

The University is an equal opportunities employer and
is committed to equality, ethics, inclusivity, diversity and transparency