Manager - Portfolio Construction & Modelling Unit

Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (MY)
Market + Competitive Employee Benefits Package
Aug 03, 2021
Sep 02, 2021
Strategic Asset Allocation
Industry Sector
Asset Management
Employment Type
Full Time


To assist Unit Head in executing the assigned tasks towards meeting the unit’s and the department’s objective as follows: -

● To formulate Objective Setting Statements (OSS) comprising each fund’s risk-return objectives, constraints & other relevant Investment Policy elements and recommend optimal asset allocation strategies for each fund based on an optimisation process that combines individual OSS & capital market expectation.

● To generate forecasts and simulation of capital market expectations on risk and return for approved asset classes covering all geographies, both domestic and international.

● To conduct research, develop & maintain the asset allocation models, strategies and tools for the Funds & their related inputs, such as capital market assumptions & investment policy statements, and to ensure that the capital deployment and realisation are on track towards achieving the Strategic Asset Allocation & annual financial targets by collaborating closely with all stakeholders including asset class managers, risk management, finance, corporate strategy and others.

● To facilitate and assist asset class managers in their proposals for tactical shifts in asset allocation to take advantage of short-term investment opportunities.

● To assist team members in monitoring execution of the asset allocation strategy and asset deployment plan, including, but not limited to, approved short-term changes in allocation, and movement of cash flow amongst departments and asset class managers.

● To coordinate and interact with key stakeholders in undertaking firmwide strategic projects such PNB’s Strategic Plan and Annual Business Plan as well as other investment and implementation projects to improve the overall investment process in PNB.

● To promote awareness e.g. knowledge-sharing activities, on quantitative portfolio management, keeping abreast with emerging requirements, technology and insights on leading portfolio management practises, trends, and design.

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