Portfolio Risk Analytics Lead

AustralianSuper Pty Ltd; Melbourne; Vor Ort; AUD 150.000 - 210.000; Vollzeit

Zusammenfassung

AustralianSuper is seeking an Associate Director, Portfolio Risk, to provide technical risk analysis, modelling and reporting across Investment Options and Building Blocks. The role supports the Senior Director by delivering high-quality risk insights and ensuring risk analytics remain robust and governance-aligned.

You will work with cross-functional teams to improve risk measurement, translate complex data into actionable recommendations for senior stakeholders, and contribute to cross-Fund

Qualifikationen

• Bachelor-level or higher in finance, economics, maths, statistics, engineering or actuarial studies.
• Postgraduate qualifications or CFA/FRM desirable.
• Accreditation in RMIA or GIA, or willingness to obtain after joining.

Aufgaben

• Undertake detailed risk analysis to assess risk settings, constraints, exposures and risk-return trade-offs for each Investment Option.
• Prepare risk analysis for annual strategy reviews and other periodic reviews, including stress testing and scenario analysis.
• Test Building Blocks aggregation into Investment Options and identify inconsistencies with portfolio design.
• Operate and improve investment risk models, analytics and reporting for portfolios and Building Blocks.
• Maintain risk data, assumptions, model inputs, outputs and documentation for governance and auditability.
• Identify data/model limitations and work with teams to improve risk measurement and interpretation.
• Collaborate with Portfolio Strategy & Implementation Integration, Asset Allocation, Liquidity & Implementation and risk colleagues on risk analysis.

Kenntnisse

Technical risk analysis

Portfolio risk

Data interpretation

Stakeholder communication

Quantitative modelling

Ausbildung

Tertiary qualification in finance/economics/maths/statistics/engineering

Postgraduate qualification or CFA/FRM desirable

Tools

BlackRock Aladdin

MSCI Barra

Jobbeschreibung

AustralianSuper is seeking an Associate Director, Portfolio Risk, to provide technical risk analysis, modelling and reporting across Investment Options and Building Blocks. The role supports the Senior Director by delivering high-quality risk insights and ensuring risk analytics remain robust and governance-aligned.

You will work with cross-functional teams to improve risk measurement, translate complex data into actionable recommendations for senior stakeholders, and contribute to cross-Fund