Asset Allocation & Portfolio Construction Associate, Leading GCC Pension Fund (Role Based in Middle East)

Background:

Our client, a leading GCC based Pension Fund, is seeking an individual to join their Asset Allocation team.

Reporting to the Head of ALM & Asset Allocation, this individual would be responsible responsible for conducting research on global asset classes, supporting the development of asset allocation models, and providing analytical insights to optimize portfolio performance and align with long-term investment objectives.

Role & Responsibilities:

• Lead and conduct research on global asset classes, economic trends, and investment opportunities to support the optimization of the pension fund’s asset allocation strategy
• Develop asset allocation models and scenario analyses to evaluate portfolio performance under different economic and market conditions
• Monitors portfolio performance, making adjustments to asset allocation strategies as necessary based on evolving market conditions, risk exposure, and liquidity needs
• Conducts scenario analysis and stress testing, adjusting strategies to mitigate market volatility and funding risks
• Prepare asset allocation reports, ensuring accuracy and completeness of insights on market conditions, risks, and investment opportunities for presentation to senior leadership and investment committees
• Ensure compliance with internal policies and regulatory standards by maintaining accurate and up-to-date asset allocation data, performance reports, and investment documentation
• Collaborate with the Investments Risk team to ensure that asset allocation strategies align with the pension fund’s risk tolerance, liquidity constraints, and regulatory compliance requirements
• Works closely with senior management to develop tactical and strategic asset allocation recommendations, ensuring they align with risk tolerance and long-term investment goals
• Assist in enhancing analytical tools, scenario models, and forecasting systems by providing data inputs, testing functionalities, and supporting implementation efforts in collaboration with the IT team
• Maintain an updated database of asset allocation research, historical performance trends, and risk factors to support investment decision-making and portfolio optimization
• Participate in discussions with external fund managers, financial analysts, and regulators to benchmark asset allocation methodologies against industry best practices and emerging market trends
• Support the Asset Allocation Team Lead in executing tasks related to asset allocation strategy implementation, reporting, performance tracking, and other assigned responsibilities to ensure alignment with investment objectives

Experience & Qualifications:

• Minimum 5+ years of experience in asset allocation, portfolio management, or investment risk analysis
• Experience in financial modelling, asset allocation scenario analysis, and investment risk assessment
• Bachelor’s degree in Finance, Economics, Business Administration, or related field. Advanced degree is Engineering is highly preferred