Using your quantitative affinity and experience, you contribute to the solid construction of the APG Commodities portfolios based on investment opportunities and risks. Together with your colleagues, you are responsible for applying the in-house developed models for the quant based part of the strategy in order to effectively manage the different client portfolios on a daily basis. Furthermore, you develop research that aims to improve the expected performance of the strategies by improving the existing factors in the model or research new factors to be included in the strategies. You also apply macro-economic and fundamental commodity analyses to identify and mitigate risks in the portfolios and to identify long term investment opportunities to potentially incorporate in the client mandates. The daily portfolio management and research activities are supported by a proprietary, internally developed platform and dedicated quant developers.
- The day-to-day management of the internal Active long-only Commodity Strategies;
- Development of new systematic trading strategies in the commodity space;
- Analyze fundamental datasets using statistical analysis and machine learning;
- Improve tools used in investment process;
- Helping our clients understand and further develop their commodity investments mandate.
The Commodities team aims to offer commodity exposure to APG’s pension fund clients as efficiently as possible, by implementing multiple internally managed active long-only strategies using listed commodity futures contracts and swaps. The team serves multiple clients who allocate up to 6% of their assets to Commodities. The organization is very motivated to continue developing, and to implement the necessary improvements to keep up with the challenging and constantly changing environment. The investments are managed by five investment professionals. Together with your co-workers, you address all facets of the strategy together and apply a team-based approach to make investment decisions.