Assistant Vice President, Finance (Expected Returns & Portfolio Construction) (10807)

Responsibilities:

• Assist in the projection of long-term expected returns for Temasek's portfolio. This includes:

1. Engage key stakeholders and management on:
   1. formulating economic outlook and scenarios
   2. projecting the expected alpha in addition to equity market returns for Temasek's portfolio
2. Perform analysis on the drivers of the change in the annual expected returns forecast, including sense-checking to external data
3. Assist in the preparation of presentation materials to engage key stakeholders (e.g. senior management and Board)

• Assist in portfolio construction of Temasek's portfolio to achieve targeted returns, risks and liquidity objectives. This includes:

1. Determine the top-down target portfolio characteristics (e.g. returns, risk, liquidity) and the allocation to market, sector exposures to achieve the portfolio's targets
2. Engage key stakeholders and coordinate across various teams on strategic issues that impact portfolio returns and risks (e.g. optimal holding periods for investments)
3. Monitor and track execution of the implementation of the portfolio construction and investment plan as well as the performance

• Master's or Bachelor's degree, preferably in Applied Finance/ Quantitative Finance/ Financial Management or Applied Economics
• Minimum 5 years of working experience in asset management, investment management, quantitative finance, corporate finance, consulting and/or other related backgrounds, with focus on equities asset class
• Ability to think strategically and link the team's work to the overall strategy of the institution
• Ability to project manage and engage stakeholders across the institution
• Excellent analytical skills with strong understanding of financial concepts, statistics and portfolio construction
• Strong written, verbal communication and interpersonal skills