Portfolio Modelling Analyst (KTP ASSOCIATE)

The role

An exciting opportunity has arisen to join a Knowledge Transfer Partnership (KTP) between Fathom Financial Consulting and the University of Bristol as a Portfolio Modelling Analyst. Fathom is a leading consultancy specialising in the global economy, geopolitics and financial markets, and is situated in the Shoreditch district of London (where you will be based). This project will develop a new Portfolio Modelling service for the economic consultancy market

Fathom provides global economic intelligence based on original, data-driven research and consultancy. They are proud to be independent and innovative and produce analysis that consistently challenges conventional thinking. Much of Fathom's work is bespoke consultancy, answering specific queries and offering new solutions to complex problems, for clients in the government sector, the asset management industry and the corporate world (see https://www.fathom-consulting.com/ for more information).

The KTP scheme is a partly government-funded programme to encourage collaboration between businesses and universities in the United Kingdom, and provides excellent opportunities and support for training and professional development (the position includes a £4,000 training budget and 10% of your time dedicated to your personal development). You will have the opportunity to join the University’s USS pension scheme, with generous employer contributions. The KTP is likely to lead onto further employment opportunities for the post-holder at Fathom.

What will you be doing?

As a KTP Associate, you will:

• Undertake a critical review of the academic and practitioner literature related to portfolio optimisation and risk forecasting
• Develop, implement and test models for each stage of the portfolio optimisation and risk forecasting process
• Integrate the portfolio optimisation and risk forecasting models into a commercial software system
• Compile detailed and comprehensive project documentation
• Contribute to Fathom’s marketing strategy development and meet with existing and potential clients
• Conduct training for Fathom’s staff

You should apply if

• You have a Masters or PhD degree in Finance, Economics or a cognate discipline (with significant quantitative content).
• You have Working knowledge of asset pricing, portfolio optimization techniques and basic econometrics/statistics.
• You have expertise in Excel and at least one coding language among R, Python, or C++.
• You have Strong analytical skills.
• You are Fluency in both written and spoken English

Additional information

For informal queries relating to the role, please contact: Professor Richard Harris by email - Richard.Harris@bristol.ac.uk

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