Senior Investment Analyst: Asset Allocation & Modelling
Core
Senior quantitative analyst building capital market assumptions and financial models to support strategic asset allocation (SAA) recommendations for with-profit annuity and multi-asset funds.
Role type
Senior IC quantitative investment analyst (asset allocation & modelling)
Builds
Strategic asset allocation frameworks, capital market assumptions, and risk analytics for WPP funds
Domain
Asset management / Investment strategy / Quantitative finance
Deliverable
production ML models | product features
Required skills
Quantitative modelling, Capital market assumptions, Scenario analysis, Stress testing, Portfolio construction, Financial modelling, Data analysis, Risk analysis, Python or R, Advanced Excel
Preferred skills
Actuarial science background, CFA progress, Asset-liability management (ALM), Smoothed bonus product experience, Private markets cash-flow modelling
Technologies
Python, R, Advanced Spreadsheet
Responsibilities
Develop and maintain long-term capital market assumptions and financial models for SAA; Conduct scenario analysis, stress testing, and portfolio construction analytics; Provide independent oversight and benchmarking of tactical asset allocation (TAA); Monitor portfolio liquidity and analyze macroeconomic risks; Prepare high-quality analysis papers and present SAA proposals to senior leadership; Document models and processes to strengthen the analytical toolkit.
Seniority
Senior, hands-on IC
