Senior Analyst - Derivatives and Liability Hedging / LDI

Salary Not Specified

WTW (Willis Towers Watson), City of Westminster

Posted 3 weeks ago, 30 Aug | Get your application in now before you miss out!

Closing date: Closing date not specified

job Ref: a52a777dbecc46d88259b3e20233c5a3

Work with Portfolio Managers to build portfolios (including the use of derivatives) which: Hedge the risks in UK pension scheme liabilities, generate cashflows to meet client requirements, increase investment returns or hedge risks in other assets held

Analyse UK pension scheme liabilities and understand/quantify the risks involved (i.e.UK DB Pension Liability Driven Investment (LDI) work)

Guide/check work produced by junior members of the Portfolio Management Team to produce timely and high-quality output

Draft high-quality papers recommending/justifying changes to client's portfolios

Extend knowledge of UK pension schemes, fixed-income assets, and derivative markets in order to be able to work more independently and be able to own/present papers/ideas to clients and internally

Very strong mathematical and analytic capabilities and high attention to detail

Knowledge of traditional asset classes (particularly Fixed Income), derivatives (particularly Sterling Rates/Inflation) and UK pension scheme benefit structures - likely gained through a combination of: Actuarial/CFA exams, working at a UK pensions consultancy, bank or an asset management firm. We are open to applications from candidates with deep experience in one/two of these areas (rather than all three).

Ability to work with junior analysts to prioritise work and produce high quality output for Portfolio Manager signoff

Ability to produce high quality written material to propose/justify changes to clients

At WTW, we believe difference makes us stronger. We want our workforce to reflect the different and varied markets we operate in and to build a culture of inclusivity that makes colleagues feel welcome, valued and empowered to bring their whole selves to work every day. We are an equal opportunity employer committed to fostering an inclusive work environment throughout our organisation. We embrace all types of diversity.