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Your role at a glance

As Quantitative Analyst Developer you’ll help build and maintain systems and models which support the pricing, construction and management of derivative strategies designed to hedge risks and enhance returns for Solution mandates. In addition to improve the scalability and efficiency of the Solutions Portfolio Management team

What you'll be doing

• Work with the Quantitative Analyst and Portfolio Management team to deliver robust and easily accessible analysis of all Solutions Portfolios under management
• Model the risks of using different asset strategies in fixed income and, where appropriate other, asset classes, to match pension scheme and insurance company liabilities

Lead development of the infrastructure, services and architecture that support and provide pricing, risk and analytic tools for derivatives and derivative strategies for the Solutions tech platform

• To include databases and user interfaces developed to industry standards, primarily using SQL, C# / .NET and Python
• Tools, models and code to be documented accordingly

Represent Solutions Portfolio Management through participation in IT systems projects and business process projects that affect the team and related business areas

• Ensure effective utilisation of enhanced data, analytic, risk engine and portfolio management capabilities
• As systems evolve, ensure the workflow is configured appropriately for our processes and conversely validate new portfolio management workflows by ensuring that they can be managed on-system
• Collaborate with associated teams (e.g. collateral management/margining; derivative pricing) to ensure new operational/business processes are implemented in the most effective and efficient way

Support new product developments

• Ensure relevant instruments are priced and analysed in line with market conventions and methods and can be reported on appropriately
• To include evaluating actual and potential collateral use where products are collateralised or margined
• Ensure that any actions taken with respect to managing client portfolios are in accordance with LGIM’s Treating Customers Fairly policy
• To manage any direct reports in accordance with the Company’s policies and procedures, including the Partnership Agreement, so that the team’s business objectives are achieved consistently

What we're looking for

• Strong academic/professional qualifications background and/or experience gained in similar positions required. CFA/Actuarial or equivalent investments technical background desirable
• Knowledge of the development workflows and patterns such as, C# / .NET, Python, Angular, REST APIs, Microservices architecture Unit testing, TDD, Mocking
• Understanding of successful design, implementation, and on-going management of microservices architecture
• Understanding of successful design, implementation, and on-going management of modern testing frameworks
• Knowledge of risk management instruments, including Gilts, credit, interest rate & inflation swaps, inflation swaps, gilt repos, gilt total return swaps, swaptions, Equity options, equity futures & TRS and FX forwards.
• Knowledge of the regulatory and legislative landscape as it relates to pension schemes, insurance companies and to de-risking.
• Experience of enterprise development pipelines is a must.
• Experience of development within financial services firm or in front office environment desirable.
• Understanding of the building and maintaining models for pricing, construction and management of derivative strategies designed to hedge risks and enhance returns

Benefits

If you join us, you’ll get access to some great benefits, including private medical insurance, at least 25 days holiday (excluding bank holidays), a generous pension scheme, life assurance, and Income Protection. You can participate in our electric car scheme, which offers employees the option to hire a brand new electric car through tax efficient salary sacrifice. We’re also proud to offer competitive family leave.

You’ll have the opportunity to participate in our annual, performance-related bonus plan and valuable share schemes. And then there are the many discounts we offer that you can take advantage of – both for our own products and at a range of high street stores and online offerings.