Quantitative Investment Analyst

The Quantitative Investment Analyst will play a key role in evolving our quantitative capability. They will be responsible for applying relevant techniques to enhance various aspects of Hollard Investments’ Investment Process, including database management, performance attribution, asset allocation, manager selection, portfolio construction, risk management, and client reporting.

Key Responsibilities

• Enhance, integrate, automate and maintain various investment databases & dashboards using advanced Excel and VBA skills to support all recurring and quantitative aspects of the investment and reporting process – data feeds, computations, research and modelling, insights packaging and reporting.
• Identify and explore investment opportunities and patterns that enhance the construct of the Hollard unit trust funds and our customised portfolios using quantitative evidence and techniques.
• Maintain and continuously enhancement of our proprietary performance attribution system, peer-based benchmarks, and rebalancing templates & dashboards.
• Driving monthly performance monitoring meetings, which includes extracting and packaging insights and investment recommendations based on past returns and forward views from capital markets, managers, benchmarks and performance attribution
• Develop, enhance and maintain automated Excel-based models and analyses including, asset class valuations, risk sensitivity & stress testing, sentiment and macroeconomic leading indicators
• The breadth of the analyses covers areas of strategic and tactical asset allocation, local and global manager selection, portfolio construction and analytics, financial planning research, data and infrastructure design, and investment product design
• Contribute to ongoing investment debates , integration of best practice and improvement of quantitative inputs to enhance the investment process, alongside the senior members of the investment team
• Regular reviews and monitoring of asset class, sector and CIS industry trends, and author topical research reports highlighting key insights to influence and enhance investment committee decisions
• Conducting detailed due diligence on a range of shortlisted and third-party funds on our investment platform, and monitoring these on a regular basis
• Participate in client and prospective presentations on a regular basis.
• Support our operations analyst in managing CIS funds related trade processes.

Preferred Attributes

• Over time, candidate should be the primary custodian and driver of the quantitative capability
• Candidate should be able to straddle the different areas of multi-asset research, and to be comfortable with varying degrees of computational rigor across different projects
• Candidate must be able to adapt and learn quicker, operate with very minimal supervision and help the team to evolve its quantitative capability over time
• Candidate must be able to identify and define the core issues, shape and design the project, identify and absorb existing research on the subject, identify and procure the most appropriate method, tool, or data to address the issue, execute the research, communicate results to key stakeholders internally and clients externally
• Candidate must be comfortable liaising with internal stakeholders and participate in firm-wide efforts involving multi-asset topics
• Candidate must be interested in keeping abreast of industry trends in the areas of asset allocation, manager research and quantitative financial techniques (e.g., reading applied academic literature)
• Support the Senior Portfolio Managers in all assigned work relating to the investment process.

• A minimum of 2-3 years of related experience in asset management or related research functions 
• Advanced Excel and VBA programming skills
• Advanced knowledge of financial modelling, mathematics and statistics including; back-testing, multi-regression, optimisations and simulation
• Strong teamwork, verbal and written communication skills
• Astute problem solver
• Proficiency in Microsoft Office Suite
• A solid theoretical understanding of local and global asset classes theory: fixed income, property, equity and alternative asset classes
• Knowledge of performance attribution, asset allocation, manager selection and portfolio construction