Senior Quantitative Investment Analyst

• Develop and apply quantitative models to support investment decision making
• Permanent Opportunity, Sydney based

The role

As the Senior Quantitative (Investment) Analyst, you will support the EM and Manager of Investment Strategy to ensure that key portfolios under the management of Group Investments have a high probability of meeting their longer-term investment objectives and comply with risk limits and other constraints. You will also help to develop and apply quantitative models to support investment decision making, and communication of investment themes to the business units, with a focus on strategic asset allocation, liability driven investing, dynamic asset allocation and tail-risk management.

What you'll do

• Support the provision of high-quality investment advice to Suncorp Group entities based on quantitative and qualitative analysis
• Support portfolio management of internally managed funds, including cash allocation, rebalancing and the implementation of dynamic asset allocation, tactical asset allocation and tail-risk management
• Monitor asset allocation, risk and other key metrics (e.g. Asset Risk Charge) for all portfolios (including those that employ multiple managers)
• Develop and maintain analytical tools to monitor and model the exposures of the Group and Group entities, including capital, investment volatility and return models
• Ensure the models used for the purpose of fulfilling the key accountabilities outlined above are fit for purpose and documented
• Support the monitoring and adjustment of investment manager benchmarks for changes to benchmark constituents and characteristic and liquidity cashflow projections
• Work with the investment risk and reporting and finance and actuarial teams to enhance investment reporting, including to the Board and ALCOs

What you'll bring

• 5 years financial services experience (mandatory)
• Insurance, asset-liability-related and liability driven investment experience (desired)
• Computational skills: Excel/VBA, MATLAB, R, Python
• Exceptional mathematical, problem solving and analytical skills
• Good understanding of investment instruments with a focus on fixed income
• Good understanding of financial markets, portfolio management, asset classes and investment management processes
• Undergraduate degree with a strong quantitative foundation - Engineering, Physics, Mathematics Chemistry or Computer Science, Economics, Finance (mandatory)

What we can offer you

• Discounts and offers on a range of retail favourite stores as well as banking and insurance products
• A range of flexible working and leave options, including 20 weeks paid parental leave, 4 weeks paid secondary carer parental leave and unlimited paid emergency response leave
• Invest in your brighter future with ongoing study support and career development programs
• Give back to our communities with payroll giving, donation matching and paid volunteer leave
• Prioritise your work/life balance with our robust employee assistance program and dedicated employee council

About Suncorp Group

We're proud to be a part of the Suncorp Group family alongside some of Australia's most trusted and diverse names in insurance. Together, we share a drive to make the complex simple and bring our customers peace of mind when it matters most - while helping to evolve and innovate the ways we can serve our community every day. That comes with all kinds of exciting opportunities for you to grow your own career. Whether you're guiding people through life's biggest moments or providing them with support in times they need it most, you'll be driven forward by our shared customer obsession and supported at every step of the journey.

At Suncorp we build inclusion by providing an environment where everyone is able to be themselves and feel valued, involved and respected for their perspectives and contribution.

Advertised: 13 Mar 2023 AUS Eastern Daylight Time
Applications close: 24 Mar 2023 AUS Eastern Daylight Time

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• Sydney - Inner Suburbs & CBD
• 24 Mar 2023

A Senior Analyst role, working closely with our EM and Manager of Investment Strategy.

• Sydney - Inner Suburbs & CBD
• 24 Mar 2023

A Senior Analyst role, working closely with our EM and Manager of Investment Strategy.

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