Client
Our client is a long established and market leading bulk annuity provider in the UK, with a substantial retirement annuity book and a large base of institutional and retail customers whose retirement benefits they are responsible for securing. They specialise in pension risk transfer solutions for defined benefit schemes, as well as reinsurance, working closely with companies, pension schemes, and their advisors to help settle pension liabilities and support the long term financial security of scheme members.
Position overview
As an Investment Portfolio Business Analyst on the portfolio optimisation project, you will be responsible for gathering and documenting requirements to enhance existing optimisation tools or assist in the development of new solutions. You will map end‑to‑end portfolio optimisation processes, identify areas for refinement, and communicate effectively with diverse stakeholders to ensure alignment and delivery quality. This is a 6‑month engagement with potential for extension, subject to performance and available opportunities. The role is offered on a hybrid remote basis, with the expectation to visit the office in the City of London a couple of days per week.
Responsibilities
- Engage with Investment and Finance teams to clarify and extract detailed business requirements
- Facilitate communication with a diverse group of stakeholders across quantitative, finance, and technology functions
- Document end‑to‑end portfolio optimisation processes and workflows
- Define requirements related to asset modelling and optimisation, including regulatory constraints
- Support the translation of business needs into clear specifications for development teams
- Provide training and knowledge transfer to teams on new or enhanced optimisation solutions
- Proactively identify opportunities for process improvements and automation
Requirements
- Strong understanding of investments, including end‑to‑end processes from trading through finance reporting and cash management
- Familiarity with investment terminology such as SCR, DTSMW, PV01, IE01, and related optimisation constraints
- Experience defining requirements for asset modelling tools, ideally with a portfolio optimisation focus
- Solid knowledge of regulatory frameworks, specifically Solvency and SCR requirements
- Deep understanding of LDI and liquidity matching asset challenges, including feasibility and rebalancing costs
- Exposure to listed and unlisted instruments, with illiquid asset valuation such as property or infrastructure considered a plus
- Proven ability to work effectively with a diverse stakeholder group
- Demonstrated self‑starter attitude with strong communication and interpersonal skills
- Familiarity with market data, including prices, curves, and spreads
- Ability to provide training on new solutions and tools
Nice to have
- Experience with internal tools such as Python or MATLAB for modelling
- Background in fixed income instruments
- Knowledge of external tools such as Aladdin, Bloomberg PORT, Bloomberg MARS, MSCI BarraOne, RiskMetrics, and Ortec Finance
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