Assistant Vice President, Investment Strategy and Asset Allocation
About Khazanah Nasional (“Khazanah”)
Khazanah is Malaysia’s sovereign wealth fund that was established in 1994 with commitment to invest and deliver sustainable value for Malaysians. We strive to find balance between growing financial returns with appropriate risk-adjusted financial returns and developmental investments that deliver identified socio-economic impact to benefit future generations.
By joining us, you will be working in an environment that upholds core values of professionalism, diligence, teamwork, integrity, and mutual respect. We offer a dynamic, intellectually rigorous, and growth-oriented environment for your personal and professional growth.
Who we are: CIO Office
The CIO Office was established to institutionalize performance management and stewardship of the Portfolio as well as enhance capabilities of the Investments Division in Khazanah. There are 6 units within the CIO Office:
i) Performance Reporting and Analytics (‘PRA’),
ii) Investment Strategy & Asset Allocation (‘ISAA’),
iii) Investments Monitoring (‘IM’)
iv) Stewardship,
v) Investments Compliance; and
vi) Division Administrative Support.
The CIO Office is the strategic and operational engine room of the Investments Division in Khazanah.
Core Objectives:
The Investment Strategy and Asset Allocation team oversee the long-term direction, strategic asset allocation, investment planning, portfolio rebalancing and is the owner of the Total Portfolio View (‘TPV’).
Who do we seek: Values and Characteristics
We are looking for individuals who possess the following criteria:
• High level of integrity
• Intellectual curiosity and open-mindedness
• Flexible, dynamic and agile individuals
• Big picture and detail-oriented at the same time
• Emotional intelligence and awareness
• A team player
• Know-how and strong interest in one or more of the following areas:
- Quantitative analysis for strategic asset allocation, planning for capital allocation, managing and assessing global market impact to portfolios and investment strategies
- Functional understanding of global markets and asset classes including factors and risk return drivers
- Adept with data and transforming it into information including visuals, analysis to help answer business questions and attribute them to drivers of performance - for structured and unstructured data
Job Descriptions:
• Perform quantitative and qualitative analysis to evaluate the performance and risk of current portfolio to further build analysis of various portfolio construction and investment strategies to enhance risk-adjusted returns
• Collaborate with different investment teams to co-create investment strategies and continuously reassess if the medium/long-term views of the strategies based on the market still hold
• Research impact of macroeconomic trends to long-term risk adjusted returns
• Support the team in quantitative models, optimization tools and advanced analytics to enhance portfolio construction, asset allocation and investment risk management processes including optimize risk, capital allocation across various strategies including factor risk models
• Coordinate annual cash flow planning for capital allocation on behalf of the Investments Division and working with other divisions
• Strong analytics and ability to gather and interpret data to identify risks in strategies and asset classes
• Excellent communication skills and ability to convey findings to senior management and external stakeholders
Qualifications and Requirements:
• Degree in Statistics or Mathematical Discipline and/or Finance (CIPM / CFA is an advantage)
• Proficient in quantitative methods, analysis and understanding drivers of investment performance
• Four (4) to six (6) years of relevant experience
• Proficient in leveraging Portfolio Optimisation Platforms, Quantitative Risk Models, Bloomberg, Advanced Excel Skills, Microsoft Office, ability to develop VBA Macros
• Knowledge of statistics, databases and programming languages (Python, VBA, R, etc.)
• Strong verbal, written communication and presentation skills
We encourage and value applications from all backgrounds, identities, and experiences whereby all qualified candidates will be assessed in a fair and equitable manner. Our employment decisions are based on merit, business needs, and job requirements.
About Khazanah Nasional (“Khazanah”)
Khazanah is Malaysia’s sovereign wealth fund that was established in 1994 with commitment to invest and deliver sustainable value for Malaysians. We strive to find balance between growing financial returns with appropriate risk-adjusted financial returns and developmental investments that deliver identified socio-economic impact to benefit future generations.
By joining us, you will be working in an environment that upholds core values of professionalism, diligence, teamwork, integrity, and mutual respect. We offer a dynamic, intellectually rigorous, and growth-oriented environment for your personal and professional growth.
Who we are: CIO Office
The CIO Office was established to institutionalize performance management and stewardship of the Portfolio as well as enhance capabilities of the Investments Division in Khazanah. There are 6 units within the CIO Office:
i) Performance Reporting and Analytics (‘PRA’),
ii) Investment Strategy & Asset Allocation (‘ISAA’),
iii) Investments Monitoring (‘IM’)
iv) Stewardship,
v) Investments Compliance; and
vi) Division Administrative Support.
The CIO Office is the strategic and operational engine room of the Investments Division in Khazanah.
Core Objectives:
The Investment Strategy and Asset Allocation team oversee the long-term direction, strategic asset allocation, investment planning, portfolio rebalancing and is the owner of the Total Portfolio View (‘TPV’).
Who do we seek: Values and Characteristics
We are looking for individuals who possess the following criteria:
• High level of integrity
• Intellectual curiosity and open-mindedness
• Flexible, dynamic and agile individuals
• Big picture and detail-oriented at the same time
• Emotional intelligence and awareness
• A team player
• Know-how and strong interest in one or more of the following areas:
- Quantitative analysis for strategic asset allocation, planning for capital allocation, managing and assessing global market impact to portfolios and investment strategies
- Functional understanding of global markets and asset classes including factors and risk return drivers
- Adept with data and transforming it into information including visuals, analysis to help answer business questions and attribute them to drivers of performance - for structured and unstructured data
Job Descriptions:
• Perform quantitative and qualitative analysis to evaluate the performance and risk of current portfolio to further build analysis of various portfolio construction and investment strategies to enhance risk-adjusted returns
• Collaborate with different investment teams to co-create investment strategies and continuously reassess if the medium/long-term views of the strategies based on the market still hold
• Research impact of macroeconomic trends to long-term risk adjusted returns
• Support the team in quantitative models, optimization tools and advanced analytics to enhance portfolio construction, asset allocation and investment risk management processes including optimize risk, capital allocation across various strategies including factor risk models
• Coordinate annual cash flow planning for capital allocation on behalf of the Investments Division and working with other divisions
• Strong analytics and ability to gather and interpret data to identify risks in strategies and asset classes
• Excellent communication skills and ability to convey findings to senior management and external stakeholders
Qualifications and Requirements:
• Degree in Statistics or Mathematical Discipline and/or Finance (CIPM / CFA is an advantage)
• Proficient in quantitative methods, analysis and understanding drivers of investment performance
• Four (4) to six (6) years of relevant experience
• Proficient in leveraging Portfolio Optimisation Platforms, Quantitative Risk Models, Bloomberg, Advanced Excel Skills, Microsoft Office, ability to develop VBA Macros
• Knowledge of statistics, databases and programming languages (Python, VBA, R, etc.)
• Strong verbal, written communication and presentation skills
We encourage and value applications from all backgrounds, identities, and experiences whereby all qualified candidates will be assessed in a fair and equitable manner. Our employment decisions are based on merit, business needs, and job requirements.