VP – Portfolio Engineering and Analytics

10 أكتوبر، 2022

0 3 2 دقائق

الوصف الوظيفي

Responsible for designing and maintaining a robust and automated asset allocation operations architecture; data platforms, infrastructure and dashboard to allow for real time monitoring and analysis of economic, market, and other signals supporting cross-asset research efforts on portfolio construction, portfolio rebalancing, building/testing systematic trading strategies/signals, liquidity management, left tail risk mitigation, and FX or inflation hedging.
Client Details
VP – Portfolio Engineering and Analytics – Financial Services – Riyadh
Regional Sovereign Wealth Fund, based in Riyadh, Saudi Arabia.
Description
VP – Portfolio Engineering and Analytics – Financial Services – Riyadh
Process and Risk Management
Provide support to the implementation of Markets, Asset Classes and Portfolio Strategies, systems, processes, procedures and controls to ensure that all exposures are known and intentionalResearch and make recommendations for process improvements in rebalancing or implementation of strategic asset allocation targetsBuild and maintain detailed implementation plans for achieving process excellence in rebalancing or in monitoring or management of exposures, and manage the deadlines of the implementation plans
Information Security and Confidentiality
Strictly follow information security policy as published by the Information Security departmentRaise red flags whenever a breach or potential breach occursComplete all mandatory IS trainings, acknowledgements and disclosuresEnsure protection of data and information individually and within the team, preventing leakages or unauthorized disclosures
Asset and Capital Allocation
Contribute to the development, implementation, and management of strategic asset allocation (SAA) and dynamic asset allocation (DAA) processes by developing a robust and automated data platform, infrastructure, and set of dashboards that allow for real time monitoring of exposures as well as economic, market, and other investment signals. Data platforms to support production and research environments that allow cross-asset research efforts and implementation of portfolio rebalancing, building/testing systematic trading strategies/signals, liquidity, left tail risk mitigation and currency or inflation hedging.Data platform to support empirical back-testing of proposed asset allocation models, rebalancing rules, transaction costs, and operational considerations given existing processes, data availability and resource constraints.Prepare required material, participate (as needed) and support senior management in oral presentations to the Management Investment Committee, Board Investment Committee, Management Committee, Risk Management Committee, or other internal or external stakeholders on the establishment of SAA or other investment topics
Portfolio Analysis
Support in the development of internal proprietary tools to monitor portfolio, conduct performance attribution, and forecast portfolio performance under different scenariosSupport in the development of advanced analytic tools for portfolio optimization & investment decision-makingPrepare investment reports for investment committees to facilitate the evaluation of investment results and support monitoring of the portfolios' risks and exposuresCollaborate with other investment team members to continually evaluate and improve processes and systems that support the management of various portfolios
Profile
VP – Portfolio Engineering and Analytics – Financial Services
The ideal candidate will have a track-record of successfully leading investment staff in developing a robust asset allocation operations within a sovereign wealth fund, pension fund, asset management company, or similar institutional investment firm, with direc