Your New Role This role is designed to develop quantitative tools and data visualisations to support the management of the Fixed Income sector portfolios and Sector Allocation process. This includes data ingestion, storage, manipulation, analysis and visualisation using tools such as SQL, Azure, Python and Power BI. Key Responsibilities include: Leading the transformation of relevant data into different aggregated views of the portfolio and building scalable and maintainable data pipelines; Researching, testing and validating quantitative signals used in sector allocation and portfolio construction decisions, including macro, valuation, risk and positioning indicators; Designing robust back‑testing and monitoring frameworks to assess signal stability and identify failure modes within the core simulation engine; Working with Portfolio Managers to translate approved signals into repeatable, production‑ready inputs to portfolio construction processes; Developing portfolio optimisation systems that incorporate real‑world constraints and evaluate portfolio construction decisions; Embedding controls and documentation such that signal usage is transparent, reviewable and compliant with governance expectations; Identifying & implementing appropriate uses of machine learning and AI to improve data quality, insight generation, monitoring, and automation within portfolio construction workflows; Establishing disciplined cycles of research, experimentation, and integration to institutional‑grade systems to deliver systematic and repeatable outcomes; Developing new research ideas, particularly on risk analytics, to introduce new approaches to risk evaluation and management; Owning & maintaining modular, reusable code libraries for portfolio construction, sector allocation and risk analysis that can be shared across teams; Defining & implementing coding standards, version control, testing and documentation practices appropriate for production investment systems. What You’ll Need Several years’ experience working within an institutional investment manager; Proficiency in SQL & Azure database environments; Highly proficient in Python and committed to writing clean, scalable code accompanied by thorough, clear documentation; Expertise in Power BI or similar data visualisation tools; Expertise in data science best practices and the versatility to tailor methodologies to specific project needs and business goals; Bachelor’s or Master’s degree in Computer Science, Data Science, Statistics, or a related field; Experience in preparation and delivery of reports and/or research findings; Familiarity with machine learning algorithms and statistical modelling; Experience in data analytics, database management and systems development. Legal & Equal Opportunity Statement We cultivate a workplace that champions safety, respect, inclusiveness and diversity. We are committed to supporting our diverse workforce in a way that is inclusive and embraces diversity in all its forms. If you require any reasonable adjustments to the recruitment process or the role, please let our recruitment team know. Australian or New Zealand citizenship or Australian permanent residency status is required. #J-18808-Ljbffr
Quant Developer, Portfolio Construction & Strategy, Ficc
AUSTRALIANSUPER
city of melbourne, city of melbourne
Published 4 days ago
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