- Company Name
- Brock & Decker
- Job Title
- Dubai based, Associate – Public Markets
- Job Description
-
**Job Title**
Associate – Public Markets
**Role Summary**
Support the Head of Public Markets in developing and maintaining the public markets asset‑allocation and portfolio‑construction framework across equities, fixed income, commodities, and liquid alternatives. The role blends strategic and tactical allocation, portfolio construction, risk analytics, implementation oversight, analytics automation, and governance reporting.
**Expectations**
- Deliver actionable allocation recommendations and analytics to senior stakeholders.
- Maintain up‑to‑date market assumptions, models, and dashboards.
- Execute rebalancing, overlay, and implementation tasks with disciplined risk and cost controls.
- Produce clear, concise governance materials and performance attribution reports.
- Manage multiple priority projects under tight deadlines, upholding integrity and governance standards.
**Key Responsibilities**
- Build, update, and document capital‑market assumptions (returns, volatilities, correlations, tail risk) for global public asset classes; run SAA studies and prepare governance‑level materials.
- Design, calibrate, and back‑test TAA frameworks using macro, valuation, sentiment, and technical indicators; generate regular market outlooks and execute tilts via ETFs, derivatives, or manager selections.
- Construct portfolios using mean‑variance, risk‑parity, factor‑ and scenario‑based approaches; decompose systematic risk drivers; perform ex‑ante and ex‑post attribution; integrate liquid alternatives as diversifiers or hedges.
- Define rebalancing rules, assess transaction‑cost impact, support trade‑list generation, and oversee derivative overlays (equity, rates, FX, volatility, tail‑risk hedges). Track implementation shortfall vs. policy benchmarks and recommend corrective actions.
- Build and maintain analytics infrastructure (risk systems, optimizers, databases, dashboards) in partnership with technology and operations; automate recurring analyses and reporting; validate and audit models.
- Craft analytics, presentations and policy documents for senior investment forums; maintain investment policies, benchmark definitions, and portfolio guidelines; collaborate with risk, legal, compliance, tax, finance, and technology teams; provide training on asset‑allocation tools and best practices.
**Required Skills**
- Proficiency in SAA/TAA, capital‑market assumptions, diversification, factor investing, and portfolio optimisation.
- Experience with risk and attribution systems (e.g., Barra, Axioma, RiskMetrics) and market‑data platforms (Bloomberg, Datastream).
- Strong programming and data skills – Python or R, SQL, advanced Excel/VBA.
- Structured problem‑solving, sound investment judgment, and the ability to communicate complex analysis to senior audiences.
- Self‑starter, resilient, capable of managing multiple priorities under tight deadlines, and meticulous attention to detail.
**Required Education & Certifications**
- Master’s degree (or equivalent) in finance, economics, quantitative finance, or related field.
- CFA charterholder or CFA designation preferred; other equivalent professional qualification acceptable.
- 2–4 years of experience in public markets investing, portfolio analytics, or asset allocation (asset manager, sovereign entity, family office).