Solutions Quantitative Analyst, US Pension Solutions Group recruitment
Reports To
Head of US Pension Solutions
Direct Reports
None
Key Relationships
- US Pensions Solutions
- UK Solutions Group
- Fixed Income
- Middle Office
Background
The US Solutions Group is responsible for the design and implementation of pension risk management solutions for LGIMA clients. The growth of the LDI business area has been primarily a function of pension fund de-risking. As a focused provider of LDI solutions to US pension funds, LGIMA has seen a rapid increase in long duration and LDI mandates. The client base is increasing in sophistication, with increased appetite for customized, dynamically managed mandates and products. LGIMA continues to invest in this business area to support its future growth and development.
Principal Accountabilities
- Work with the Solutions team and Fixed Income team to deliver robust and easily accessible analysis of segregated LDI mandates and pooled LDI funds;
- Model the risks of using different asset strategies to match pension liabilities;
- Work on the development of systems for static and stochastic modelling of risk and returns;
- Develop pricing tools for derivatives and derivative strategies. To include databases and user interfaces;
- Assist in all areas of work carried out by the Solutions Group as required.
Knowledge and Experience Essential
- Pricing, modelling, risk analysis of derivatives (interest rate, equity, credit) and bonds (Treasuries and Corporate);
- Asset-Liability modelling;
- Risk management of multi asset portfolios;
- Post-graduate qualification with high mathematical content;
- Investment-related qualification;
- Focused on working with the ALM Quantitative team and rest of Solutions Group to deliver client requirements.
- MATLAB, VBA; programming language such as C++;
Desirable
- Line management responsibility for more junior quantitative analysts;
- Previous role with a large Asset Manager.
December 14, 2008
• Tags: Capital Markets careers in the USA, Solutions Quantitative Analyst, US Pension Solutions Group recruitment • Posted in: Financial