Senior ALM Consultant
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.