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Senior LDI Analyst (12-month Fixed-Term Contract)

Columbia Threadneedle Investments
London, United Kingdom
Closing date
Apr 22, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
About Columbia Threadneedle Investments

You'll find the promise we make to our clients is the same one we make to our employees: Your success is our priority.

Here, you'll find growth and career opportunities across all our businesses. We're intentionally built to help you succeed. Our reach is expansive with a global team of 2,000 people working together. Our expertise is diverse with more than 450 investment professionals sharing global perspectives across all major asset classes and markets. Our clients have access to a broad array of investment strategies and we have the capability to create bespoke solutions matched to clients' specific requirements.

Columbia Threadneedle is a people business and we recognise that our success is due to our talented people, who bring diversity of thought, complementary skills and capabilities. We are committed to providing an inclusive workplace that supports the diversity of our employees and reflects our broader communities and client-base. We welcome applications from returners to the industry.

We appreciate that work-life balance is an important factor for many when considering their next move so please discuss any flexible working requirements directly with your recruiter.

Job Purpose Statement

Where you'll fit in & what our team goals are....

At Columbia Threadneedle, we're hiring for a Senior LDI Analyst who will analyse and understand the business requirements/mechanics for new derivative instruments and products, including valuation and reporting within the Imagine System and the wider Investment Support team.

You will supervise LDI fund benchmarks and support performance and client reporting as well as craft and maintain dashboards and tools utilised for LDI reporting and the LDI Front Office.

Role Responsibilities

How you'll spend your time....
  • Build and maintain new and existing dashboards in Imagine and My Imagine as well as new and existing tools to supplement it.
  • Assist in the production of LDI end client reporting at month and quarter ends.
  • Understand the structure and complexity of LDI Products/clients.
  • Responsible for the maintenance and integrity of Imagine data.
  • Analyse and implement new and changes to Imagine and products.
Key tasks / areas of analysis include:
  • Business requirements for new derivatives.
  • Mechanics/characteristics of the instrument or product.
  • Models and valuations in Imagine.
  • Provide expertise for Senior Management on Derivative issues and solutions.
  • Ensure daily interaction with front office fund management teams.
  • Presentation to Senior Management and/or relevant committees.
  • Provide recommendations to improve existing Imagine including focusing on crafting and implementing new models and tools.
  • LDI performance and risk analytics, including hedge efficiency versus client benchmarks.
  • Analysis of derivatives portfolios including shock and scenario analysis for Dutch Regulatory Reporting purposes.
  • On boarding of new funds, instruments and products within the Imagine.
  • Improvement and upgrade of Imagine.
  • Understand and enforce to Derivative related regulatory/market requirements.

Key Capabilities

To be successful in this role you will have....
  • Strong derivatives and fixed income knowledge, particularly in the context of LDI.
  • Excellent numerical ability.
  • Excellent problem solving.
  • Investigative by nature.
  • Keen business interest and desire to apply technical skills to real world business problems.

Desired Capabilities

If you also had this, it would be great....
  • Experience with BVAL is an advantage.
  • VBA programming experience.
  • Java Script programming.
  • Aladdin user.
  • Degree Level, CFA passed or similar would be desirable.

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