Our PortfolioStrategy & Risk Group (PSRG) actively guides the firm's investmentactivities and drives sustainable returns, while protecting the portfolio andthe institution. The group actively explores overlay and alternative portfoliostrategies to enhance our portfolio returns.

The Quantitative Strategy team is a part of PSRG and supports it activities through 3 key areas:

• Building a recurring income portfolio,
• Quantamental investing to complement the firm’s fundamental bottom-up investing;
• Alpha generation and portfolio construction, where the team looks at a number of strategies to enhance risk-adjusted portfolio returns.

The role will be focused on the “Quantamental investing” workstream. The candidate will be working on 3 key areas:

• Signal research: leveraging traditional/quant and alternative datasets with a focus on searching for alpha positive ESG factors