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Senior LDI Analyst

Goodman Masson
London, United Kingdom
GBP70000 - GBP75000 per annum + Bonus
Closing date
Jun 25, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Role Purpose Summary:
The role focuses on the development and monitoring of derivative and Liability-Driven Investment (LDI) analytics and solutions. It entails understanding the structure and complexity of LDI products and the client base, while maintaining regular interaction with the LDI fund management team and periodic engagement with Distribution and Client Directors. Additionally, the role involves assisting in the production of daily LDI risk and end client reporting during month and quarter ends, as well as providing expertise to Senior Management on LDI reporting issues and solutions.

Key capabilities we are looking for:
We are seeking candidates with the following key capabilities:

Good working knowledge of OTC rate/inflation derivatives, including swaps, curve, and pricing structure.
Strong fixed income knowledge, particularly within the context of LDI.
A solid understanding of LDI risk metrics such as PV01, IE01, duration, etc.
Familiarity with defined benefit pensions and LDI.
Some experience in performance and attribution analysis.
Proficiency in MS Excel, VBA, and coding.
Experience with Aladdin (not critical).
In addition to the primary role purpose, this position encompasses three main support functions:

Providing subject matter expertise to support the accuracy of daily asset, client cash flow, and other data required for the risk and analytics platform, Imagine.
Overseeing the running and quality assurance of reports provided to Client Directors and other functions. These reports can be sourced directly from Imagine or through outsourced reporting services.
Controlling and managing changes to client liabilities and cash flows within the Imagine system.

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.

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