Pricing & Valuation Analyst - Risk & Analytics

Employer
Legal & General
Location
London with agile working
Salary
Competitive base plus benefits and study support
Closing date
5 Nov 2021
Reference
HK20933
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Job Details

We have a unique opportunity for a part or nearly qualified actuary to join our Risk & Analytics division as Pricing & Valuation Analyst here at Legal & General as part of our Pricing & Valuation team.

The Pricing & Valuation team is responsible for the production of valuations for securitised assets, asset stressing, proxy modelling assets/liabilities for capital calculations, deriving investment portfolio metrics and producing the Standard Formula capital requirement.

Working closely with our Head of Pricing, Valuation and Validation, your role will entail supporting the Pricing & Valuation team’s capabilities, involving liaising with a variety of stakeholders across LGR and Group as well as service providers such as LGIM IT, Fund Accounting, Valuations and some external providers.

What will you be doing?

  1. Provide and review monthly lifetime mortgage and securitised asset valuations, asset MI and ALM reports for LGR in agreed timescales to support the accurate provision of fund accounting and valuation.
  2. Support/deliver inputs and outputs for risk metric calculations for capital calculation and efficient management to ensure appropriate reporting.
  3. Document process flows, including data sources, to exhibit the team’s capabilities through an end-to-end process description.
  4. Work in a team environment to serve as or support the technical subject matter expert for change projects so that team resources are utilised in the most efficient manner and a breadth of experience is gained.
  5. Evaluate and implement data quality controls, and develop and document procedures for reliable and repeatable data collection and usage so that appropriate governance is in place and risk is mitigated.
  6. Supporting adherence to governance standards to maintain and support data integrity and ensure that initiatives are adhered to including storage of artefacts, traceability, version control and change control.
  7. Test new releases of asset models to make sure changes made and any new technical or non-technical developments are fit for purpose.

What are we looking for?

We are looking for a part or nearly qualified student actuary with strong valuation knowledge with an understanding of how market and asset data will affect valuations as well as general knowledge of a wide range of asset classes covering Credit Fixed Income, Rates and Interest Rate Fixed Income, ABS, Equities and Property.

We are ideally seeking an individual with proven ability to address and use initiative to deliver solutions to technical and business problems and experience of economic capital calculation in a Solvency II context gained in a life insurance environment. 

In return?

Our employees have a wide range of benefits including a generous pension scheme, life assurance, 25 days' holiday, private medical insurance, performance related bonuses, a variety of share schemes, and discounts at both a huge range of high street stores and our own great products. We also have a brilliant study support scheme so you can qualify as an actuary with us.

If this sounds like you, then we'd love to hear from you. For any questions, contact Helen.Kinloch@landg.com.

Company

From the outside, we may seem familiar. On the inside, we are anything but.

At Legal & General, everything we do is driven by our vision to build a better society and improve the lives of our customers while creating value for our shareholders. We invest today’s money such as pension funds, into tomorrow’s assets: investments which will not only pay a return in the very long term, but will also contribute to a better economic future.

We are one of the UK’s leading financial services groups and with over £1 trillion in total assets under management, the UK’s largest investment manager for corporate pension schemes, with plans to expand our international businesses in the US, Europe, Middle East and Asia.

From affordable housing and urban regeneration to clean energy and small business finance, there is so much more to us than what meets the eye. So take a closer look. Get involved. Be curious. And you may be surprised!

At Legal & General, we know it is you who enable us to be brilliant and are proud to be home to a community of diverse actuarial talent, a community which is committed to making the numbers mean more. So why not take the next step and explore one of the many opportunities we currently have to be a part of it?

Or, if you don’t see anything below that feels quite right, get in touch directly with Helen Kinloch at Helen.Kinloch@landg.com.

Find Us
Telephone
07385492826
Location
Legal & General
One Coleman Street
London
Greater London
EC2R 5AA
United Kingdom

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