Senior Investment Analyst: Asset Allocation & Modelling
O
Old Mutual Limited
📍 remote, south africa, South-Africa
Job Description
Senior Investment Analyst: Asset Allocation & Modelling
The Senior Investment Analyst: Asset Allocation & Modelling is the asset allocation and quantitative modelling specialist for the With‑Profit Policyholder (WPP) funds, the multi‑asset funds underpinning Old Mutual’s smoothed bonus and with‑profit annuity products. The analyst will build and maintain the capital market assumptions, models and analysis behind the funds’ strategic asset allocation (SAA) recommendations, provide independent oversight of the tactical asset allocation (TAA), and supply modelling support to the listed markets and private markets pillars.
Key Responsibilities
- Strategic asset allocation and modelling
- Develop and maintain long‑term capital market assumptions and financial models that support SAA recommendations.
- Translate product‑level objectives and constraints set by the OMLACSA product teams into modelling inputs and test that the strategy re...