The Portfolio Research team in BII is product agnostic and independent of the firm's investment functions. We strive to be credible and objective by both clients and academia, building on state-of-the-art academic research and leveraging the expertise of Company's investment teams to deliver practical and meaningful content to the rest of the firm.
The team's key areas of research are the generation of portfolio construction principles and capital market assumptions. The output may take the form of capital market assumptions across different regions and time horizons, model portfolios or portfolio construction and optimization tools, models, processes and frameworks. In order to build our brand within portfolio construction, the communication of our research takes the form of internal and external publications, partnership with Company's investment teams as well as participation in conferences, client meetings and the media.
Company is looking for a financial economist to join the BII Portfolio Research function within BII. In this new role, the financial economist will work closely with the Economic & Markets Research Group within BII and the Financial Modelling Group within the wider Company, on developing a range of economic and financial scenarios and models.
The primary responsibility includes, but is not limited to, the production of core portfolio construction intellectual property:
- You will collaborate with other parts of BII and the wider firm, for example the BII Economic and Markets Research Group, to assist with research across key thematic investment issues impacting multi-asset investors.
- You will use a range of analytical and quantitative methodologies to drive the development and thinking behind Company's
- Multi-asset portfolio construction investment frameworks, for example how to mix alpha-seeking and indexing solutions in a portfolio, or how to account for asset illiquidity
- Capital market assumptions and associated forecasting models across public and private markets
- You will be responsible for assisting in the production and communication of our core portfolio construction intellectual property research, both internally with Company's investment teams and externally to Company's clients
Knowledge / Experience:
- Advanced degree in a quantitative field (e.g. economics, statistics, finance, engineering, physics, or mathematics).
- Strong understanding of the use of computer technology in financial and economic research, with strong statistical package programming skills (e.g., Matlab, R, Python) and preferably SQL and Unix literacy.
- Intuition and passion for the markets, with past work experience in the financial services sector.
- Proven expertise in at least one finance topic relevant to portfolio design.
- Strong understanding of current Asset Pricing theory and literature.
- Strong communication and problem-solving skills with a sharp attention to detail.