Quantitative Portfolio Manager - Multi-Asset Solutions

The role combines quantitative research with applied multi-asset portfolio management, translating quantitative models and signals into portfolio decisions, implementation, and clear communication.

1. Manage Quantitative Multi-Asset Investment Strategies
- Partner with the quantitative team on portfolio optimisation, model improvements, and implementation, maintaining clear documentation of methodologies and investment implications.
- Assist in defining portfolio objectives, risk budgets, and constraints; interpret and challenge optimisation outputs and translate them into positioning consistent with the investment process.
- Manage standard and customised multi-asset portfolios using the Bank's quantitative framework, applying cross-asset investment judgement.
- Apply cross-asset knowledge to portfolio construction, asset allocation, and risk management, including equity and fixed-income applications. Assess performance, exposures, and the investment implications of model outputs.
- Support ongoing development of multi-asset strategies, using the Bank's quantitative framework as well as custom risk and alpha overlays.

2. Develop Quantitative Portfolio Applications and Tools
- Work with the quantitative team on derivatives overlays, hedging, and other systematic investment applications.
- Collaborate with the AI team to interpret quantitative signals and portfolio changes, using market and Investment Committee context to develop and valid