Manager, Portfolio Optimisation and Risk Analytics
This is a newly created role that will see you responsible for the analysis of multi asset portfolios.
Summary about this job
Compliance & Risk
Company: QBE
Location: Sydney
Work type: Full Time
Salary: n\a
Phone: +61-3-4446-9472
Fax: +61-7-3015-6446
E-mail: n\a
Site: n\a
Detail information about job Manager, Portfolio Optimisation and Risk Analytics. Terms and conditions vacancy
QBE is one of the top 20 global general insurers with operations in 37 countries around the world. Working at QBE, we recognise the value of diversity and inclusion in the workplace and support a range of flexible work arrangements to promote a better family/life/work balance.
We offer you a dynamic workplace culture, one that values and leverages the unique ideas, capabilities and experiences you bring irrespective of where you are in the world. We believe this strengthens our ability to deliver on our business goals, particularly as it relates to innovation, growth and our focus on customers.
The opportunity
We have an excellent opportunity for a Manager, Portfolio Optimisation & Risk Analytics. This is a newly created role that will see you responsible for the analysis of multi asset portfolios. You will drive optimal portfolio construction as well as design and produce risk metrics to support 1st line risk management.
This business-critical role will see you assist the Global Head of Risk Assets and other fund managers in the development and implementation of multi asset investment portfolios to deliver the strategic and tactical asset allocation strategy.
Key Responsibilities
- Provide analytical expertise and insight in the development of investment strategy and portfolio construction, ensuring that key issues are fully considered which guide decision making and planning.
- Produce comprehensive risk analytics that aid asset allocation and specific asset class management decisions including ESG integration, climate risk management and impact investment.
- Provide portfolio exposure and scenario analysis data for distribution to key stakeholders in GI and relevant business areas and Board reporting, ensuring up to date and relevant information is available.
- Present analysis and interpretation of risk metrics to relevant investment team meetings and Risk Asset Strategy discussions, in order to raise awareness of key issues/trends and other relevant developments.
- Provide input for board and divisional client reporting/presentations and ensure that information provided is accurate and appropriate for client needs.
- Develop and maintain relationships with internal stakeholders and external research providers so that a regular and beneficial flow of information and knowledge sharing is maintained
- Conduct detailed analysis of multi asset portfolios to ensure exposures are optimized subject to the agreed investment strategy and all balance sheet constraints (liquidity, credit, market, and regulatory)
- Provide assistance to fund managers to support efficient portfolio
- Detailed knowledge of portfolio construction and application of risk analysis
- Appreciation of Asset Liability Management and its application to an insurance investment portfolio Financial modelling
What does success look like?
- High level of financial numeracy
- Effective communication skills
- Familiar with financial risk management systems
- Relevant degree in Finance/Mathematics/Engineering
- Relevant experience in financial products/services
- Banking or insurance related experience preferred
Benefits?
We offer a range of benefits and discounts including:
- Paid Parental leave (inclusive of paid superannuation during this time)
- Secondment opportunities
- Employee assistance programme
- Paid volunteer leave
- Purchased leave
- Product discounts
- Superannuation matching
At QBE, you will be provided with a competitive remuneration structure and benefits, in an environment that offers support, and encourages career development and learning.
Applicants will be required to provide evidence of their eligibility to work in Australia, and at a minimum be required to undertake police and basic credit checks as a condition of employment.
For more information, click the APPLY button to submit your details.