VP - Portfolio Engineering and Analytics

Job description / Role

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 intentional
* Research and make recommendations for process improvements in rebalancing or implementation of strategic asset allocation targets
* Build 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 department
* Raise red flags whenever a breach or potential breach occurs
* Complete all mandatory IS trainings, acknowledgements and disclosures
* Ensure 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 scenarios
* Support in the development of advanced analytic tools for portfolio optimization & investment decision-making
* Prepare investment reports for investment committees to facilitate the evaluation of investment results and support monitoring of the portfolios' risks and exposures
* Collaborate with other investment team members to continually evaluate and improve processes and systems that support the management of various portfolios

Job Offer

Competitive package + bonus + relocation

Requirements

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 direct experience managing total portfolio outcomes.
* This is a leadership position and the successful candidate will have a chance to develop the exposure management infrastructure and operations for a growing, global investment organization.

About the Company

Michael Page is one of the world's leading professional recruitment consultancies, specializing in the placement of candidates in permanent, contract, temporary and interim positions with clients around the world.

The Group has operations in the UK, Continental Europe, Asia-Pacific and the Americas. In the Middle East we focus on the areas of:

Finance & Accounting Banking & Financial Services Procurement Property & Construction Engineering & Supply Chain Oil & Gas Technical and Engineering Human Resources Sales Marketing Technology Secretarial Executive Search Legal

The Group operates through 161 offices in 33 countries and employs over 5,000 employees worldwide.