Quantitative Analyst
- London
- Full-time
- Solutions Group
__jobinformationwidget.freetext.ExternalReference__
381_02480
This vacancy has now expired. Please see similar roles below...
The world of investment is changing. Our vision at Legal & General Investment Management is to create a better, more sustainable future through responsible investing. We work in partnership with our clients around the globe to deliver positive long-term outcomes, while rising to the challenges of a rapidly changing world. Our clients include institutional pension funds, financial institutions, local authorities and sovereign wealth funds. To meet our clients’ complex and evolving investment needs, our investment strategies cover a broad array of asset classes and styles, including equities, bonds, property and alternatives, as well as multi-asset funds. We’re focused on continuously innovating our investment products, maintaining our reputation as experts across all asset classes, and striving to build a more responsible and sustainable future
We have an exciting and unique opportunity for a Fixed Income Quantitative Analyst to join a successful, highly-regarded team within LGIM. This role will contribute to the development of both systems infrastructure and quantitative fixed income models to support the investment, risk and attribution capabilities of the team
What you'll be doing
- Developing and continually enhancing the data and model platform and associated analytics used to support investment, risk, attribution, new business development and new asset classes
- Contributing to the development of quantitative fixed income models and associated governance framework to support investment, risk, attribution and pricing portfolio construction
- Working with the portfolio management to deliver robust, relevant and scalable analytical solutions
- Building intellectual capital by performing strategic research and analysis that applies the latest financial knowledge to topical issues in the industry while working with other team members
- Taking part in IT systems projects and business process projects that affect the team and related business areas
- Ensuring effective utilisation of enhanced data, analytical, risk engine and portfolio management capabilities
- Collaborating with associated teams (e.g. collateral management/margining; derivative pricing) to ensure new operational/business processes are implemented in the most effective way
- Supporting investment analysis relevant to the client balance sheet and the Investment Management Agreement
- Ensuring 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
- Ensuring that any actions taken with respect to managing client portfolios are in accordance with LGIM’s Treating Customers Fairly policy
- Strong fixed income modelling knowledge including derivatives across credit, rates and inflation
- .NET, Python, Matlab or C# programming experience
- Good knowledge of risk management practices and practical constraints in implementation
- Understanding of a broad range of investment management concepts such as efficient frontiers, capital asset pricing model, active vs. index, etc.
- High degree of proficiency with IT including strong programming skills in at least one language
- Knowledge of the regulatory and legislative landscape as it relates to pension schemes and to de-risking
- Prior exposure to work involving pension schemes and/or insurance clients
- Ability to execute quickly on client projects including data gathering and validation
- Building and maintaining models for pricing, portfolio construction and portfolio management of derivative strategies designed to hedge risks and enhance returns
Legal & General is a leading financial services group and major global investor, named Britain’s Most Admired Company in 2023, for the second year running. Rated top in our sector and top for inspirational leadership, we have a strong heritage and an exciting future.
We aim to build a better society for the long term by investing our customers’ money in things that make life better for everyone.
If you join us, you’ll be part of a welcoming 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.
We strive to be open, mindful and inclusive, so are always willing to discussing flexible working arrangements and reasonable accommodations for candidates with specific needs.
If you’re open to find out more, we'd love to hear from you.
Great news! We will let you know when a new job like this has been added!
Our businesses
There’s so much more to us than meets the eye. We’re insurers, investors, builders, city-regenerators and green technology champions. And whatever the future holds, our people’s knowledge, skill and passion will mean we’re placed to make a real difference to society.
Read MoreWorking for us
Here, your actions and ideas come to life in exciting and meaningful ways. Ours is a story of evolution, a journey we can go on together. Ours is a culture of trust and collaboration, genuinely caring about society and one another. At Legal & General, your story will be anything but familiar.
Read MoreSimilar roles
Salary
Location
London
Business Unit
Legal & General Investment Management
Job Family
COO
Location
London
Full Time/Part Time
Full-time
Permanent/Fixed Term Contract
Permanent
Description
We are seeking a highly skilled Engineering Manager who will be providing technical coaching and advisory for multiple technical teams across the business. The ideal candidate will be a hands-on devel
Reference
158758a8-8972-4bb4-a0d3-b721b971390f
Expiry Date
01/01/0001
Salary
Location
Brighton and Hove
Business Unit
Legal & General Retail
Job Family
Customer Service
Location
Hove
Full Time/Part Time
Full-time
Permanent/Fixed Term Contract
Permanent
Description
We’re recruiting for Consultants to join our Group Protection team. This is a hybrid role, whereby we have a requirement that you will work a minimum of 1 day a week in our Hove office, Monday-Friday
Reference
21bd828b-d402-4542-8e22-c3aca3f7ae4f
Expiry Date
01/01/0001
Salary
Location
London
Business Unit
Legal & General Capital
Job Family
Investments
Location
London
Full Time/Part Time
Full-time
Permanent/Fixed Term Contract
Permanent
Description
We’re recruiting for a Digital Infrastructure NED to join us.The focus will be on equity investments into businesses and assets, focuses primarily on: data centres, fibre, wireless infrastructure (e.g
Reference
c81cbdab-18f6-4ed0-9d4c-13e3d40a36f4
Expiry Date
01/01/0001
Our latest posts
Teaser
Future TalentContent Type
BlogPublish date
10/14/2024
Summary
At Legal & General, we’re passionate about nurturing talent and empowering the next generation of finance professionals. We recently caught up with Hafsah, one of our Finance Graduate Programme
by
Enrique Rodriguez
Teaser
Our peopleContent Type
BlogPublish date
10/14/2024
Summary
At Legal & General, we believe that great leadership is about more than just delivering results - it's about nurturing teams, fostering diversity, and driving innovation. We sat down with one o
by
Enrique Rodriguez
Teaser
Customer Service & SalesContent Type
BlogPublish date
09/25/2024
Summary
At Legal & General, we take pride in our talented professionals who are dedicated to making a difference in the world of pensions and investments. Take Jesal, a leader in Defined Contribution (D
by
Enrique Rodriguez
Teaser
Technology, Digital & DataContent Type
BlogPublish date
09/18/2024
Summary
At Legal & General, we are committed to fostering an inclusive environment where diversity thrives and leadership positions are accessible to people from all backgrounds. Claire Hazle, our interim
by
Enrique Rodriguez
Teaser
Finance & ActuaryContent Type
BlogPublish date
09/17/2024
Summary
Navigating the intricate world of finance as an actuary requires a blend of analytical abilities, communication skills and adaptability. At Legal & General, these qualities are not just recognised
by
Enrique Rodriguez
Teaser
Customer Service & SalesContent Type
BlogPublish date
08/28/2024
Summary
Good customer service is such a big factor in customer retention. It makes our Customer Service Team a very important and vital part of our business. On average, 65% of customers have reported chan
by
Enrique Rodriguez
Teaser
InvestmentsContent Type
BlogPublish date
08/09/2024
Summary
Did you know that the global asset management industry manages over $100 trillion in assets? This staggering figure highlights the immense opportunities within this field globally. We are one of Eu
by
Enrique Rodriguez
Teaser
Technology, Digital & DataContent Type
BlogPublish date
07/12/2024
Summary
We all live in a data-driven world, where businesses generate approximately 328.77 million terabytes of data every day. This is a huge amount of data that can be really overwhelming for any busi
Teaser
Technology, Digital & DataContent Type
BlogPublish date
07/10/2024
Summary
At Legal & General, we like to share our employees' stories and celebrate their success. Bindu Bakrania has been with us since April 2023 and has achieved immense growth in her career in data analy
Teaser
Our peopleContent Type
BlogPublish date
06/27/2024
Summary
At Legal and General, we see the potential in you. If you do not have a strong background in financial services and have worked as an Analyst in other industries, for example, those skills are tra