Quantitative Analyst
Legal & General
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England, UK
Posted 6+ months ago
Are you a Quantitative Analyst looking for your next move?We’re currently looking to hire a Quantitative Analyst to join Legal and General Investment Management Global Analytics team. As part of this team you’ll be responsible for designing, developing and maintaining a firm wide strategic source for instrument, portfolio and client level analytics. This involves evaluation, selection of off-the-shelf analytics service provider(s), methodologies and utilizing internally built solutions that are able to support LGIM’s complex investment analytics needsThe aim of this role is to leverage previous investment analytics and quantitative knowledge and experience to help the team achieve its objective of becoming a central analytics hub for the firm. It requires experience and understanding of our current analytics capabilities and solutions; how they are used by various business functions
- Being an active contributor to the drive towards a firm wide solution to the source, standardise and store LGIM client and portfolio transaction and holdings data, with the aim to be able to build client account / portfolio views
- Working closely with the Data Management Office and Investments to review current data sets, to identify gaps and best data sources to fill in those
- Analysing and define the data needs and standards of client and portfolio level performance, risk, portfolio management and reporting functions and processes
- Conducting details analysis on risk, and pricing methodologies and on their use cases; document them with the aim to support the decision on and build out of global analytics capabilities
- Taking an active role in identifying, defining and analysing attribution methodologies that are best suited for production of portfolio and client level performance and attribution
- Contributing to the monitoring and improvement of operations processes, including daily runbook functions / processes, instrument coverage, and quality of analytics
- Set-up reports and dashboards that help the global analytics team to monitor risk analytics changes at an aggregated level
- Collaborating in the implementation of projects that impact the generation of analytics within LGIM
- Being instrumental in engagement on the subject of analytics with other areas such as Investments, Risk, IT, Distribution and Data to develop robust and scalable end-to-end solutions
- To hit the ground running in this role you’ll have previous experience in an : analytical or quantitative function, investment risk management or equivalent
- Strong knowledge and experience across a range of markets and products
- (in particular credit/fixed income and equity)
- Knowledge of Greeks, volatility, VaR, risk sensitivity, scenario analysis and risk limits.
- You’ll have strong tactical programming capability (Python, SQL, VBA or other)
- A good understanding of derivatives including pricing and risk modelling
- Working knowledge of Tableau or other BI solutions is an asset
- Collaborative, and able to demonstrate and promote effective working relationships with internal and external stakeholders (e.g. Investments, Data, Risk, Distribution)
- You’ll have a real drive towards and focus on quality - delivering accurate and excellent service to the company and to stakeholders
This job is no longer accepting applications
See open jobs at Legal & General.See open jobs similar to "Quantitative Analyst" Black Women in Asset Management.