Jobs

QUANTITATIVE ANALYST


Job details
  • Legal & General
  • London
  • 3 months ago



The world of investment is changing. Our vision atLegal & General Investment Managementis to create a better, more sustainable future through responsible investing. We work in partnership with our clients around the globe to deliver positive long-term oues, while rising to the challenges of a rapidly changing world. Our clients include institutional pension funds, financial institutions, local authorities and sovereign wealth funds. To meet our clients'plex and evolving investment needs, our investment strategies cover a broad array of asset classes and styles, including equities, bonds, property and alternatives, as well as multi-asset funds. We're focused on continuously innovating our investment products, maintaining our reputation as experts across all asset classes, and striving to build a more responsible and sustainable future

Job Description

We have an exciting and unique opportunity for a Fixed Ie Quantitative Analyst to join a successful, highly-regarded team within LGIM. This role will contribute to the development of both systems infrastructure and quantitative fixed ie models to support the investment, risk and attribution capabilities of the team

What you'll be doing

Developing and continually enhancing the data and model platform and associated analytics used to support investment, risk, attribution, new business development and new asset classes Contributing to the development of quantitative fixed ie models and associatedernance framework to support investment, risk, attribution and pricing portfolio construction Working with the portfolio management to deliver robust, relevant and scalable analytical solutions Building intellectual capital by performing strategic research and analysis that applies the latest financial knowledge to topical issues in the industry while working with other team members Taking part in IT systems projects and business process projects that affect the team and related business areas Ensuring effective utilisation of enhanced data, analytical, risk engine and portfolio management capabilities Collaborating with associated teams ( collateral management/margining; derivative pricing) to ensure new operational/business processes are implemented in the most effective way Supporting investment analysis relevant to the client balance sheet and the Investment Management Agreement Ensuring relevant instruments are priced and analysed in line with market conventions and methods and can be reported on appropriately To include evaluating actual and potential collateral use where products are collateralised or margined Ensuring that any actions taken with respect to managing client portfolios are in accordance with LGIM's Treating Customers Fairly policy

QualificationsStrong fixed ie modelling knowledge including derivatives across credit, rates and inflation .NET, Python, Matlab or C# programming experience Good knowledge of risk management practices and practical constraints in implementation Understanding of a broad range of investment management concepts such as efficient frontiers, capital asset pricing model, active vs. index, etc. High degree of proficiency with IT including strong programming skills in at least one language Knowledge of the regulatory and legislative landscape as it relates to pension schemes and to de-risking Prior exposure to work involving pension schemes and/or insurance clients Ability to execute quickly on client projects including data gathering and validation Building and maintaining models for pricing, portfolio construction and portfolio management of derivative strategies designed to hedge risks and enhance returnsAdditional Information

Legal & General is a leading financial services group and major global investor, named Britain's Most Admiredpany in 2023, for the second year running. Rated top in our sector and top for inspirational leadership, we have a strong heritage and an exciting future.

We aim to build a better society for the long term by investing our customers' money in things that make life better for everyone.

If you join us, you'll be part of a weing culture, with opportunities to collaborate with people of diverse backgrounds, views and experiences. Guided by leaders with integrity who care about your future and wellbeing. Empowered through initiatives which support people to develop their careers and excel.

We strive to be open, mindful and inclusive, so are always willing to discussing flexible working arrangements and reasonable amodations for candidates with specific needs.

If you're open to find out more, we'd love to hear from you.
Job ID 743999997128730

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