Quantitative Analyst at LegalAndGeneral | City of London, England, GB | Rezi

Quantitative Analyst at LegalAndGeneral

Quantitative Analyst

LegalAndGeneral · City of London, England, GB

1 months ago

Quantitative Analyst

LegalAndGeneral · City of London, England, GB

2 months ago
Resume preview

Impress employers and recruiters.
Choose from hundreds of resume examples.

Target Resume Now
Resume preview

Tailor your resume to this Quantitative Analyst role.

Rezi rewrites your resume against LegalAndGeneral's job description. Free.

Resume score gauge reading 58 out of 100

Don't guess if your resume is good enough.

See how it scores against the Quantitative Analyst posting at LegalAndGeneral — free, in seconds.

About the Role

As Quantitative Analyst, you will help build and maintain systems and models that support the pricing, portfolio construction, and management of derivative strategies to hedge risks and enhance returns for Solution mandates.

Responsibilities

  • Work with the Portfolio Management team to deliver robust and 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 the development of pricing, risk, portfolio construction, and analytic tools for derivatives and derivative strategies, including databases and user interfaces developed to industry standards (e.g., SQL, VBA, C#, Python).
  • Represent Solutions Portfolio Management in IT systems and business process projects affecting the team and related business areas, ensuring effective utilization of data, analytic, risk engine, and portfolio management capabilities.
  • Collaborate with associated teams (e.g., collateral management/margining; derivative pricing) to ensure new operational/business processes are implemented effectively and efficiently.
  • Ensure relevant instruments are priced and analyzed in line with market conventions and methods, and can be reported on appropriately, including evaluating actual and potential collateral use for collateralized or margined products.
  • Ensure all actions taken regarding client portfolio management align with L&G Asset Management’s Treating Customers Fairly policy.

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 markets as they relate to pension schemes, insurance portfolios, and de-risking.
  • Understanding of successful design, implementation, and ongoing management of risk management strategies for clients.
  • Ability to engage with Portfolio Managers and other stakeholders.
  • Ability to work independently.
  • Proactive in suggesting improvements to existing processes.

Skills

  • SQL
  • VBA
  • C#
  • Python
  • LLM-supported coding (desirable)

Location

  • London, One Coleman Street

Work Type

  • Permanent
  • Regular
  • Flexible working options including part-time and job shares

Experience Level

  • Master's or PhD in quantitative discipline desirable

Benefits

  • Annual, performance-related bonus plan
  • 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)
  • Option to buy and sell holiday
  • Competitive family leave
  • Electric car scheme (permanent employees only)
  • Discounts for own products and at a range of high street stores and online

About the Company

  • Legal & General (L&G) is a leading UK financial services group and major global investor.
  • We’ve been safeguarding people’s financial futures since 1836, and strive to build a better society, while improving the lives of our customers and creating value for shareholders.
  • We are one of the world’s largest asset managers and provide powerful asset origination capabilities.
  • Our global asset management business provides our clients and partners with complex, responsible investment solutions, working internationally across public and private markets.
  • We are one of Europe’s largest asset managers and a major global investor across public and private markets.
  • Asset Management is a critical driver of our Group strategy.
  • The business aims to work synergistically with our Institutional Retirement and Retail divisions to benefit our clients and customers, and deliver enhanced shareholder returns.
  • Our investment philosophy and processes are focused on creating value over the long term.
  • We believe that incorporating financially material sustainability criteria, when relevant to our clients, can create value and drive positive change.
  • We’re creating net‑zero carbon workplaces by 2030 by investing in our sustainable, modern offices across the UK, all designed to bring people together and elevate the in‑person experience.

Equal Opportunity

  • If you join us, you’ll be part of a welcoming, inclusive culture, with opportunities to collaborate with people of diverse backgrounds, views, and experiences.
  • Guided by leaders with integrity who care about your future and wellbeing.
  • Empowered through initiatives which support people to develop their careers and excel.
  • It doesn’t matter if you don’t meet every single criterion in this advert. Instead, think about what you excel at and what else you can bring in terms of strengths, potential and connection to our purpose.