Quantitative Analyst (Fintech)

TL;DR

Quantitative Analyst (Fintech): Building and maintaining systems and models for pricing, portfolio construction, and management of derivative strategies designed to hedge risks and enhance returns for Solution mandates with an accent on fixed income and other asset classes. Focus on development of pricing, risk, portfolio construction, and analytic tools for derivatives and derivative strategies.

Location: London

Company

hirify.global (L&G) is a leading UK financial services group and major global investor safeguarding people’s financial futures since 1836, and striving to build a better society, while improving the lives of our customers and creating value for shareholders.

What you will do

• Deliver robust and easily accessible analysis of all Solutions Portfolio Management under management.
• Model the risks of using different asset strategies in fixed income and other asset classes to match pension scheme liabilities.
• Lead development of pricing, risk, portfolio construction, and analytic tools for derivatives and derivative strategies, including databases and user interfaces.
• Participate in IT systems projects and business process projects that affect the team and related business areas.
• Collaborate with associated teams to ensure new operational/business processes are implemented effectively and efficiently.
• Ensure relevant instruments are priced and analysed in line with market conventions and methods.

Requirements

• Strong academic/professional qualifications background and/or experience gained in similar positions.
• Knowledge of risk management instruments, including gilts, credit, interest rate & inflation swaps, gilt repos, gilt total return swaps, swaptions, equity options, equity futures & TRS and FX forwards.
• Interest in the markets as it relates to pension schemes, insurance portfolios, and to de-risking.
• High degree of proficiency with IT & programming skills. Familiarity with LLM-supported coding desirable.
• Understanding of successful design, implementation, and on-going management of risk management strategies for clients.
• Ability to engage with the Portfolio Managers and other stakeholders, to work independently, and be proactive in suggesting improvements to existing processes.

Culture & Benefits

• Opportunity to participate in annual, performance-related bonus plan and valuable share schemes.
• Generous pension contribution.
• Life assurance.
• Healthcare Plan (permanent employees only).
• At least 25 days holiday, plus public holidays, 26 days after 2 years’ service, with the option to buy and sell holiday.
• Participate in electric car scheme, which offers employees the option to hire a brand-new electric car through tax efficient salary sacrifice (permanent employees only).