AddressAbout the role
At ANZ our purpose is to shape a world where people and communities thrive. We’re making this happen by improving our customers’ financial wellbeing so they can achieve incredible things – be it buying their home, building a business or saving for things big or small.
As Head of Quantitative Analysis, you will be responsible for developing and building out the quantitative capability for our multi asset business, enhancing portfolio construction process. The role works closely with the ANZ Private Chief Investment team to support the growth of investment FUM within the ANZ Private Investment Office’s distribution network.
Role accountabilities:
• Develop and implement quantitative tools to support portfolio construction and optimization and assist with the development of SAA and TAA models
• Design, test, and refine investment strategies across multiple asset classes (equities, fixed income, currencies, and commodities)
• Support the portfolio construction process, by analyzing risk management, optimization, and rebalancing.
• Building out the framework for monitoring and evaluating the performance of portfolio/positions and provide insight to the CIO team on the outcomes of investment decision.
• Stay abreast of market developments, trends, and regulatory changes that may impact the portfolio, and adjust investment strategies accordingly.
• Develop and maintain relationships with external research providers and other industry experts to ensure the portfolio is informed by the latest thinking and research.
Role Location: 55 Collins Street, Docklands VIC 3008 / 242 Pitt Street, Sydney NSW 2000
Role Type: Permanent, Full-time
What will you bring?
To be successful in this role, you will ideally bring the following:
• Practical and extensive experience in model development and portfolio construction within a quantitative investment role
• Bachelor's or Master’s Degree in Finance, Economics, or related field.
• Strong understanding of portfolio construction from a quantitative perspective, both for benchmark-oriented strategies and absolute returns strategies.
• Strong analytical and quantitative skills, with experience with the applications of statistical software and programming languages such as R, Python, and Matlab.
• Deep understanding of financial markets, asset classes, and investment strategies.
• Excellent communication skills, with the ability to clearly articulate complex ideas to both technical and non-technical audiences.
• Ability to work independently, handle multiple responsibilities, manage risk management and compliance frameworks.
• Ability to confidently challenge and evaluate external quantitative solutions that feed into the portfolio construction process.
So, why join us?
There’s something special about being part of ANZ. From the moment you join us, you’re part of a team working towards a common goal: improving the financial wellbeing and sustainability of our millions of customers.
But it’s not just our customers who’ll feel your impact. You’ll feel it too. Because at ANZ, you’ll have the resources and community you need to take the next big step in your career, towards even bigger things in the future.
We offer a range of benefits tailored to the countries in which we operate including Health and Wellbeing programs and flexible working arrangements.
You’ll also enjoy working in a diverse and inclusive workplace where the different backgrounds, perspectives and life experiences of our people are celebrated. We encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability, let us know how we can provide you with additional support.
To find out more about working at ANZ or to view other opportunities visit www.careers.anz.com. You may apply for this role by visiting ANZ Careers and searching for reference number 61465
Job Posting End Date
18/03/2024, 11.59pm, (Melbourne Australia)
