Eames Consulting

Senior ALM Consultant

Up to £80,000 + bonus + benefits
05 Apr 2018
05 May 2018
Contract Type
Full Time

An award winning boutique investment consultancy with over £330bn AUM are seeking a senior ALM consultant for their London team. This is a highly quantitative role and candidates should have a keen interest in statistics, modelling, and the ability to solve complex problems. 

The role will cover:

  • Modelling asset classes such as equities, credit, bonds, derivatives, hedge funds and other alternatives.
  • Designing and implementing capital market and LDI solutions to reduce risk or increase expected return.
  • Analysing risk through: calculating the risk exposure of portfolio assets and liabilities; investigating key sensitivities to changes in interest rate, inflation, credit and longevity; and analysing the performance of assets and liabilities under various stress-tests.
  • Monitoring the markets, and keeping abreast of key developments. You will also need to develop a solid understanding of products traded in the capital markets.

Suitable candidates will have an excellent academic record in a quantitative discipline, with a background in actuarial/FS. Previous experience of modelling asset classes or pension fund contingent liabilities is essential. 

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