Analyst, Quantitative Research

Job Description

About the Company Victorian Funds Management Corporation (VFMC) is the public authority responsible for investing for the benefit of Victorians on behalf of the State of Victoria. They manage funds of over $92 billion for Victorian public authorities and related organisations across insurance, superannuation, health, arts, education, and service agencies. VFMC is a diverse and collaborative team that is united by a single purpose: Improving the future prosperity of Victoria by delivering market-leading, long-term returns. About the Role Reporting to senior leadership and supporting the broader Portfolio Risk and Solutions team, this role will contribute to the research, development, and implementation of quantitative investment solutions for the whole of portfolio and individual asset classes, with a primary focus on equity portfolios. Collaborating with internal teams and external partners to ensure the seamless execution of quantitative procedures while being developed via a 2-year investment analyst program. Key Accountabilities Assist in the management of existing investment strategies, working closely with the dealing desk, implementation team, and external transition managers to execute portfolio rebalances and ad hoc trades. Maintain and develop models and code for portfolio construction, backtesting, and data management processes. Conduct research on existing and potential investment solutions, perform backtesting, and assist in designing and customizing investment solutions to align with VFMC’s investment objectives. Perform topical analysis and provide timely insights on investment markets. Collaborate with external partners, including research houses, brokers, specialist data vendors, and academic institutions, to ensure the robustness of investment ideas and enhance competitive advantages. Technical Skills & Qualifications 1 – 3 years’ experience working in financial services (i.e.: funds management, investment banking/broking, superannuation, asset consultants) would be considered highly. Postgraduate degrees in a quantitative/mathematics discipline (PhD is highly regarded) would be considered highly. Ability to demonstrate a strong interest in investment markets. Outstanding quantitative modelling skills and proficiency in data analysis are essential, along with the ability to program complex algorithms. Experience in one or more programming languages such as VBA, Matlab, Python or R. May be able to build complex financial models to a high level. The ability to comprehend, interpret and synthesise data to assess investment strategies and opportunities. The ability to scan through and summarise large volumes of academic/industry research papers, testing hypotheses, and communicate research results to both quant and non-quant audiences. This is the perfect role for you, if: You have advanced math knowledge with the ability to apply mathematical models to solve practical problems. You are passionate about investments and have a broad knowledge of equity markets and the funds management industry. You are keen to learn, have great technical skills and are ready to join a flexible, high-performing, supportive and fun organisation where the focus is on inclusion and delivering a way of work that enables everyone to be their best. If you are interested in learning more about the opportunity, please contact Jeremy Easy | | 0432 230 245 at Kaizen Recruitment for a confidential discussion or apply directly. #J-18808-Ljbffr