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Quantitative Analyst

2 months ago

London, Greater London, United Kingdom Legal & General Full time

Job Overview

We are seeking a highly skilled Fixed Income Quantitative Analyst to join our successful team at Legal & General. This role will contribute to the development of both systems infrastructure and quantitative fixed income models to support the investment, risk, and attribution capabilities of the team.

Key Responsibilities

  • Develop and continually enhance the data and model platform and associated analytics used to support investment, risk, attribution, new business development, and new asset classes.
  • Contribute to the development of quantitative fixed income models and associated governance framework to support investment, risk, attribution, and pricing portfolio construction.
  • Work with the portfolio management team to deliver robust, relevant, and scalable analytical solutions.
  • Build 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.
  • Take part in IT systems projects and business process projects that affect the team and related business areas.
  • Ensure effective utilization of enhanced data, analytical, risk engine, and portfolio management capabilities.
  • Collaborate with associated teams (e.g. collateral management/margining; derivative pricing) to ensure new operational/business processes are implemented in the most effective way.
  • Support investment analysis relevant to the client balance sheet and the Investment Management Agreement.
  • Ensure relevant instruments are priced and analyzed in line with market conventions and methods and can be reported on appropriately.
  • To include evaluating actual and potential collateral use where products are collateralized or margined.
  • Ensure that any actions taken with respect to managing client portfolios are in accordance with LGIM's Treating Customers Fairly policy.

Requirements

  • Strong fixed income modeling 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 returns.