The Portfolio Construction & Financial Engineering team is part of the Multi Asset Investment Platform and is comprised of specialists focused on enhancing the risk adjusted return of the portfolios. The team, consisting of eight analysts across various locations (two in Paris), has developed propriety tools and quantitative techniques to optimise the asset allocation and the active investment decisions of the portfolios. As well as having a voice in the decision making process, particularly around asset allocation and hedging, we also focus on enhancing the diversification benefit between the investment decisions and limiting drawdowns. We also play an important role in defining new solutions and improving the Multi-Asset investment process.
· Build strong partnerships with Portfolio Managers and Investment Specialists to design and implement effective Portfolio Construction & Financial Engineering techniques with the goal to optimize the risk adjusted returns of the Multi-Asset portfolios
· Perform analysis and reviews on Multi-Asset portfolios and actively participate in investment decisions including risk allocation, diversification, investment simulations and drawdown management
· Provide counsel to portfolio management, product development and research on Portfolio Construction & Financial Engineering issues.
· Actively participate in enhancing and developing mathematical and analytical tools to be used in the Portfolio Construction & Financial Engineering process.
· Develop and execute processes to estimate, monitor and mitigate portfolio’s risks.
· Participate in client meetings and asset gathering activities
· Work independently on complex and/or important portfolio construction projects