Associate Director, Portfolio Risk (RS)
AustralianSuper is hiring an investment-risk specialist to assess portfolio design across its investment options. The work centres on risk models, multi-asset exposures and decision support for portfolio reviews.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Decompose portfolio exposures and concentration risks.
- Run stress scenarios for investment-option reviews.
- Check how underlying building blocks combine into total portfolios.
- Improve risk-model inputs, documentation and reporting.
What they ask for
Required
- Institutional portfolio-risk analysis
- Multi-asset portfolio construction
- Stress testing
- Quantitative modelling
- Data and model governance
Preferred
- Aladdin or Barra
- Postgraduate study
- CFA or FRM
- Education
- A relevant quantitative or financial tertiary qualification; further study and CFA or FRM are desirable.
- Experience
- Substantial technical experience in investment risk or institutional investment analytics; no minimum years stated.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Build a factor-risk decomposition for a multi-asset portfolio.
- Compare scenario losses with normal-period risk estimates.
- Document data assumptions and model limitations in a sample risk report.
What to study
- Portfolio Theory and Quantitative Investment
- Quantitative Risk Management
- Empirical Asset Pricing and Factor Investing
The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on AustralianSuper’s site before applying: requirements, location and pay can change after we check them.
View the posting on AustralianSuper’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with AustralianSuper and doesn’t handle applications.