The Portfolio Strategy Group (PSG) is responsible for researching and developing tactical asset allocation opportunities and sourcing opportunistic investment transactions for the General Account.
The investment associate will provide critical, hands-on support in the research, design and implementation of investment strategies.
- Research asset class and sector relative value opportunities from a qualitative and quantitative perspective.
- Due diligence work on evaluating opportunistic transactions which can be thematically-driven and provide attractive risk-adjusted returns.
- Macro economy and the capital market surveillance which also includes input from PIM asset management units, investment banks, and external asset managers.
- Use market information to formulate investment view and support PSG Capital Market Update (published bi-weekly).
- Asset Management Unit liaison role which includes discussing investment opportunities, review market trends, and help resolve portfolio issues.
The ideal candidate is motivated, confident, enjoys being challenged and works well individually and in a team-based environment. Requirements also include:
- An undergraduate degree in a highly quantitative discipline such as statistics, mathematics, business, engineering, economics, computer science, finance or a similar quantitative subject area.
- Ability to develop complex data models in Excel.
- Strong analytical, organizational and negotiating skills.
- Excellent structured problem solving and the ability to explain results (both oral and written).
- Ability to comfortably interact with internal and external counterparties.
- Strong mathematics/finance background.
- 5-7 years of prior investment experience required.
- MBA and/or CFA.
- Insurance company asset-liability experience or actuarial skills are highly desirable.