Christopher Worthington Email & Phone Number

Australia

Melbourne, Victoria, Australia

Auckland, New Zealand

• Lead modeller for the Fund’s Reference Portfolio review with responsibility for creating a long-term return distributions that reflects the Fund’s investment beliefs. This meant combining equilibrium assumptions with realistic tail outcomes, scenarios, and a long-horizon mean reversion process. I presented the results of the modelling to the Guardians’ Board to guide their risk appetite decision. • Led the project to decarbonise the Fund’s equity exposure through the design of a custom low-carbon index. • Designed and built a whole-of-portfolio simulation model for calibrating the Fund’s liquidity needs and stress-testing liquidity usage under various regimes.• Chair of the Arbitrage, Credit and Funding risk-basket team, with responsibility for determining allocation positions across investment opportunities.

Auckland

• Responsible for developing and maintaining internal Fund models for forecasting macroeconomic variables: growth, inflation, equilibrium exchange rates and interest rates. Output variables were key inputs into the Strategic Tilting programme.• Constructed a methodology for scenario analysis of the Fund’s economic exposures and analysed the performance of the portfolio over a range of scenarios, suggesting potential mitigants for adverse outcomes.

Wellington, New Zealand

Wellington

Bca (First Class Hons), Finance

Ba (Hons), English Literature