Derivatives Portfolio Analyst

1 day ago


London, Greater London, United Kingdom Mason Blake Full time

Job Description:

We are seeking a highly skilled Derivatives Portfolio Analyst to join our LDI Analytics team. In this role, you will be responsible for analyzing and understanding business requirements for new derivative instruments and products.

Key Responsibilities:

  • Analyze and understand the business requirements for new derivative instruments and products
  • Develop and monitor derivative and LDI analytics
  • Perform analysis of derivatives portfolio including shock and scenario analysis
  • Design and maintain dashboards and apps within the LDI Analytics systems
  • Daily interaction with LDI Fund Managers providing analysis and reports
  • Prioritize expertise to Investment team on derivative issues
  • Play a proactive role in all Derivative based projects

Requirements:

  • 2-5 years relevant experience in an asset manager or investment consultancy
  • Degree educated
  • Excellent derivatives and fixed income knowledge, particularly in the context of LDI
  • Highly numerate; advanced Excel and VBA programming experience preferable
  • Working towards CFA qualification

Estimated Salary: £60,000 - £80,000 per annum

Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.



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