ANU Investment Office: Investigating the Impact of SRI Screens on ANU Investment Portfolios

Complete an analysis of the impact on key risk/return characteristics from implementing chosen screens in the University's Socially Responsible Investment Policy.

label Opportunity type
College approved Internship
schedule Application date
23 Aug 2024 | 12pm - 8 Sep 2024 | 11:59pm
school Level
Bachelor
Master

About

 

The Australian National University Investment Office is responsible for the management of the $1.3b Long Term Investment Pool (LTIP) and a $400m treasury portfolio (GCF). The LTIP is a multi-asset class, multi-currency investment portfolio. The University’s Socially Responsible Investment Policy guides the investment of the portfolio.

The SRI Policy Report 2023 is available here: https://services.anu.edu.au/planning-governance/planning-review/2023-anu-socially-responsible-investment-report#:~:text=In%202023%2C%20the%20Long%20Term,considered%20leaders%20in%20gender%20equality.

 

Project: Investigating the Impact of SRI Screens on ANU Investment Portfolios

Internship details
Internship AvailabilitySemester 1, 2025
Internship Discipline/sAll STEMM
Internship Level2nd or 3rd year Undergraduate, and Postgraduate Coursework 
Available to International StudentsYes
Preferred Project Skills:
  • Strong quantitative abilities
  • Experience using Microsoft Excel
  • Strong interpersonal, written and verbal communication skills
  • An awareness of socially responsible investment concepts
Clearances RequiredNo
Host Supervisor

Mary Fallon, Director – Investment Office

E: mary.fallon@anu.edu.au

T: 0407 113 947

LocationChancelry Building 10C (on ANU campus)
Project Opportunities/Benefits for the Intern
  • Exposure to SRI analysis and investment (an area of growing importance)
  • Bloomberg Market Concepts and ESG accreditations, and subsequent experience using the Bloomberg Terminal
  • Writing and presentation skills – the intern is required to prepare a professional quality report and presentation
  • A stipend of $1000

Summary:

The University’s Socially Responsible Investment Policy is currently under review, with additional positive or negative screens to be considered. The intern will complete an analysis of the impact on key risk/return characteristics from implementing the chosen screens. The risk and return characteristics of interest include but are not limited to return, volatility, Sharpe ratio, tracking error, information ratio, worst month, upside capture, and downside capture. If time permits, the intern will investigate other potential additions to the University’s future SRI reports.