Summary

This quantitative analyst role develops pricing, risk, and portfolio construction models for derivative strategies supporting pension and insurance mandates. The role uses SQL, VBA, C#, and Python within L&G Asset Management and offers flexible working options.

Responsibilities

• Build pricing and risk management models
• Model fixed income and derivative strategy risks
• Develop portfolio construction and analytics tools
• Maintain databases and user interfaces
• Evaluate collateral use for margined products
• Coordinate derivative pricing and collateral processes
• Ensure instruments follow market pricing conventions