Associate – Public Markets Multi‑Manager Allocator

We're partnering with a leading institutional investment platform in the Middle East to hire an Associate for their Public Markets team. This role sits in a lean, high‑calibre group focused on manager selection and portfolio analysis across public equity and hedge funds, with growing cross‑asset exposure.

• Focus on active public markets strategies (not trading or execution)
• Mandate geared toward alpha generation and risk‑adjusted performance
• Work within a multi‑manager allocator framework alongside senior decision‑makers

• Active long‑only public equity funds
• Select exposure to fixed income and other liquid strategies within a multi‑manager portfolio

• Screen and analyse public equity, hedge fund and selected fixed income managers globally
• Assess performance, volatility, drawdowns, correlation and factor/risk metrics
• Support manager shortlisting, sizing and allocation recommendations within the overall portfolio
• Prepare investment memos and comparative analyses across managers and strategies
• Contribute to full‑cycle institutional portfolio work: SAA, TAA, trade implementation input and liquidity management
• Develop high‑quality materials for Investment Committee presentations, including scenario and risk analysis
• Track existing managers against expectations, guidelines and benchmarks
• Flag performance, risk, style‑drift or liquidity concerns and support follow‑up analysis
• Support ongoing qualitative and operational due diligence and manager review cycles

• Use portfolio and risk systems (e.g. Bloomberg, Axioma, Aladdin, MSCI Barra) for analytics and reporting
• Apply Python and other analytical tools to automate data processing and monitoring of managers, exposures and risk
• Contribute to improving internal processes, templates and databases for research and portfolio oversight
• Public equities: concentrated & high‑conviction portfolios; regional, sector & style specialists; active long‑only managers

• 2–4 years in asset management, hedge funds, investment research, advisory or institutional allocation
• Demonstrated exposure to public equities and/or hedge fund strategies, ideally in a multi‑manager / allocator / FoF context
• Experience contributing to institutional portfolio processes (SAA, TAA, liquidity management, implementation) is highly valued

• Strong analytical and financial modelling capabilities, including quantitative performance and risk analysis
• Solid understanding of public markets instruments, strategies and risk metrics, with awareness of multi‑asset portfolio construction
• Proficiency with Python and platforms such as Bloomberg, Axioma, Aladdin or MSCI Barra
• Clear, structured communication; able to produce IC‑ready materials and present complex concepts succinctly

• Master Degree in Finance, Economics or related discipline
• CFA (or progress toward) preferred
• Fluent English required; additional languages are an advantage