Description

This role sits within a global investment organisation that manages a highly diversified portfolio. The position is part of a team responsible for delivering independent, data-driven insights on portfolio risks, performance drivers, and market dynamics.

Responsibilities
The specialist will provide independent advisory on total-portfolio risk exposures and support portfolio construction through rigorous quantitative analysis. This includes interpreting performance in terms of underlying risk factors, assessing the robustness of capital market assumptions, and applying analytical techniques such as scenario modelling, simulation, and portfolio optimisation to inform strategic and tactical allocation choices. A key part of the role involves validating assumptions, questioning model outputs, and presenting clear perspectives that enhance decision-making at the portfolio level.

Requirements
To be successful, the candidate should bring graduate-level training in a quantitative discipline such as economics, finance, mathematics, statistics, or engineering, along with a minimum of eight years of relevant experience in a quantitative role. Experience in a buy-side or multi-asset environment is advantageous.

To Apply
Please submit your resume to Jeremy Koh at jk@kerryconsulting.com, quoting the job title and reference number JK35032. We regret to inform that only successful shortlisted candidates will be notified.

Licence No: 16S8060
Registration no: R1113423