Portfolio Construction & Tactical Asset Allocation Specialist (Public Market & Derivatives)

Generali

  • Milano
  • Tempo indeterminato
  • Full time
  • 14 giorni fa
Within our Group Head Office - Global Investment Management (GIM) global line, we are looking for a Public Market & Derivatives specialist to join the Portfolio Construction & Tactical Asset Allocation team. The Group CIO function is accountable for the investment strategy and performance across all asset classes of approximately € 360bn of general account assets belonging to Generali Group insurance companies located in 60 different countries. The job holder report to the head of Portfolio Construction and Tactical Asset Allocation and will be part of a team that interacts with central as well as local investment team members reporting to the different Local Chief Investment Officers.The job holder can be based in Milano or TriesteKey responsibilities of the role will include:
  • Steer the Tactical Asset Allocation process for all Group portfolio with a specific focus on public markets and derivatives
  • Contribute to the definition of the tactical portfolio positioning, adjusting it based on the evolution of market conditions, return requirements and investment opportunities
  • Contribute to the development and maintenance of tools to perform portfolio optimization, investment strategies modelling and allocation monitoring
  • Generate investment ideas, hedging and efficient portfolio management strategy, back-test them and analyze their coherence with the overall portfolio risk appetite and constraints
  • Proactively engage with the asset manager and implementation team to optimize market execution and investment result impact
Our ideal candidate will meet the following requirements:
  • Master Degree in Finance, Economics or Quantitative Subjects
  • Between 1-3 years of previous work experience in the financial sector, preferably asset managers and insurance companies
  • Solid knowledge of capital markets, asset allocation and portfolio optimization
  • Analytical skills (Excel, VBA, Phyton/Matlab), data management (Access, SQL) and presentation skills (PowerPoint) are a prerequisite
  • Fluency in English is a requisite. Knowledge of other languages represent a plus
  • Ability to use Bloomberg/Refinitiv Eikon and other info data providers are a plus
  • Being CFA and/or CAIA Charterholder or candidate is a plus
  • High degree of pro-activity, problem solving, independent thinking and entrepreneurship mindset
Soft Skills:
  • Proactive and strong team working oriented
  • Ability to work autonomously and under pressure
  • Ability to work in an international context
  • Ability to formulate and solve problems, independent thinking and entrepreneurship

Generali