Quantitative Analyst

at  Mercer

Mercer is seeking candidates for the following position based in the Sydney office:

ABOUT US:

Mercer believes in building brighter futures by redefining the world of work, reshaping retirement and investment outcomes, and unlocking real health and well-being. Mercer’s approximately 25,000 employees are based in 43 countries and the firm operates in 130 countries. Mercer is a business of Marsh McLennan (NYSE: MMC), the world’s leading professional services firm in the areas of risk, strategy and people, with 85,000 colleagues and annual revenue of over $20 billion. Through its market-leading businesses including Marsh, Guy Carpenter and Oliver Wyman, Marsh McLennan helps clients navigate an increasingly dynamic and complex environment. For more information, visit mercer.com. Follow Mercer on LinkedIn and Twitter
Marsh McLennan is committed to creating a diverse, inclusive and flexible work environment. We aim to attract and retain the best people and embrace diversity of age, background, disability, ethnic origin, family duties, gender orientation or expression, marital status, nationality, parental status, personal or social status, political affiliation, race, religion and beliefs, sex/gender, sexual orientation or expression, skin color, or any other characteristic protected by applicable law.
Marsh McLennan is committed to hybrid work, which includes the flexibility of working remotely and the collaboration, connections and professional development benefits of working together in the office. All Marsh McLennan colleagues are expected to be in their local office or working onsite with clients at least three days per week. Office-based teams will identify at least one “anchor day” per week on which their full team will be together in person. Note: the changes to our hybrid work policy do not apply to officially designated remote workers and are subject to any works council or local legal requirement.

• Contribute to Strategic Asset Allocation recommendation papers, using internal and external modelling tools.
• Conduct stress testing and scenario analysis on current and proposed Strategic Asset Allocation.
• Evaluate and articulate the trade-offs between different proposals and the expected outcomes.
• Managing existing relationships with external managers and undertaking research on new managers/strategies.
• Arranging and managing the ongoing performance updates with external managers, covering both multi-asset and hedge fund strategies.
• Monitoring and reporting portfolio exposures and performance outcomes.
• Documenting manager insights and providing updates to internal and external stakeholders.
• Analysing historical market data and developing portfolio simulations.
• Contribute to the production of strategic research papers, for both internal and external stakeholders.
• Contribute to the generation of investment ideas and recommendations.
• Contribute to thought leadership on portfolio design enhancements.