ANU Investment Office - An Investigation in to the Pension Liabilities Supported by an Investment Portfolio
The project is an investigation in to the investment portfolio supporting pension liabilities.
Student opportunity type
Degree level
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 Long Term Investment Pool 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 2021 is available here https://services.anu.edu.au/files/guidance/2021%20ANU%20Socially%20Responsible%20Investment%20Report.pdf.
Project: An investigation in to the pension liabilities supported by an investment portfolio. Using a proprietary model, the intern will value portfolio assets and project the likely future financial position under various scenarios. Stress tests will be develop to satisfy funding requirements.
Internship details |
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Internship Availability |
Semester 1, 2023 |
Internship Discipline/s |
Mathematics, Physics |
Internship Level |
2nd or 3rd yr Undergraduate |
Available to International Students |
Yes |
Preferred Project Skills: |
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Clearances Required |
No |
Host Supervisor |
Mary Fallon Director Investment Office T: 0407 113 947 |
Location |
10C East Road Chancelry area ANU |
Project Opportunities/Benefits for the Intern |
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Stipend |
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Summary:
The project is an investigation in to the investment portfolio supporting pension liabilities. In addition to valuing assets and projecting the likely future financial position of the investment portfolio, stress tests will be developed to satisfy funding requirements.
Industry standard calculations are to be used. Direct contact with investment managers and the office of the Australian Government Actuary is expected. A final report will be produced reflecting the funding ratios tested during the modelling phase of the project.
The intern will work under the supervision of the Director Investment Office, Investment Analyst ESG and the Investment Analyst Portfolios.
How to apply: Please submit your resume and one-page Statement of Interest and Suitability to science.internships@anu.edu.au by 6 Dec, 2022. To be eligible you must have a Distinction average in your program and have completed a minimum of 72 units by the time of placement.