Job Description Established in 1988, Rest is one of Australia’s largest profit-to-member superannuation funds. We support more than two million members, with around $100 billion of funds under management and are recognised as a responsible investment leader*. We believe when members understand and engage with their super, they’re more likely to get a better retirement outcome. Everything we do at Rest is underpinned by our values and behaviours, we want to Be Daring, Keep it Simple, Take Action and Have Grit. To put it simply we want our people to thrive and love the work they do. This role is responsible for developing quantitative models to support Rest’s asset allocation and total portfolio management across all investment options to positively impact member outcomes. You will also be responsible for contributing to the development of ex ante risk analytics and ensuring portfolio construction aligns with whole-of-fund objectives. The role is also responsible for undertaking research to embed thematics, including climate scenario analysis, ensuring resilient portfolio design. Key Accountabilities/Responsibilities Develop and enhance internal capital market assumptions and macroeconomic forecasts. Contribute to the development of ex ante risk analytics, including scenario analysis on the impact of changing market and macro conditions on market pricing for both individual assets and whole-of-fund outcomes. Undertake thematic and economic research to support the long-term investment strategy across all investment options. Develop approaches to embed ESG and climate scenarios into portfolio construction. Develop adhoc bespoke investment models to inform total portfolio decision-making. Contribute actively to portfolio construction discussions and assist with the development of management committee and Board papers. Ensure compliance with internal model governance frameworks and contribute to model risk reporting Stay abreast of industry best practices, academic research, and technological advancements in quantitative finance and economics Provide quantitative insights on the impact of changing market and macro conditions on market pricing for both individual assets and whole-of-fund outcomes
