Quantitative Strategist

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
• Contribute to the development of quantitative fixed income models and associated governance framework to support investment, risk, attribution and pricing portfolio construction
• Work with the Annuity team members as well the Insurance Client Team and portfolio management to deliver robust, relevant and scalable analytical solutions
• Build 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
• Take part in IT systems projects and business process projects that affect the team and related business areas
• Ensure effective utilisation of enhanced data, analytical, 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 in the most effective way
• Support investment analysis relevant to the client balance sheet and the Investment Management Agreement
• 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

• Strong fixed income modelling knowledge including derivatives across credit, rates and inflation
• 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
• Python, Matlab or C# programming experience is a plus
• Building and maintaining models for pricing, portfolio construction and portfolio management of derivative strategies designed to hedge risks and enhance returns

The brand with the brolly is choosing today to change tomorrow.

Since 1836, we’ve grown to become one of the world's largest asset managers, homebuilders, pension providers and insurance brands. 

We’re all here to improve the lives of our customers, build a better society for the long term, and create value for our shareholders - helping to shape a better future for society and the planet.

We need people who share our ambitions, agility and entrepreneurial spirit to help us do it.

At L&G, you’ll find a balance that helps you be your best. Empowered by hybrid working, we’re supported by technology and workplaces that enable us to work effectively wherever we are. We come together in offices to collaborate and connect, and use time at home for individual, focused activities. And, when we achieve great things, we celebrate our success and reward strong performance.

Today, there’s over 10,000 of us, working towards our mission, with plenty of opportunities to grow your career as we grow L&G. Will you join us?

Great minds don’t have to think alike, so we welcome voices from all backgrounds. Bringing together people with different life experiences helps us build empathy with our customers and drive innovation.

We don’t just talk about it, we actively promote diversity and equitable opportunities for all. That means our employment decisions are made without regard to race, colour, religion, national or ethnic origin, sex, sexual orientation, gender identity or expression, age, disability or protected veteran status. In fact, we embrace every dimension of diversity to reflect the customers and communities we serve.

We think it’s important to create an inclusive environment where we can all belong, contribute and drive progress, where you can develop and grow, and be empowered. We want you to use your voice to help us build a better tomorrow.

We all work differently, and have different needs, which is why. we’re always open to discussing flexible working arrangements. Likewise, we’re committed to finding reasonable accommodations for candidates with specific needs during our recruiting process.

So whoever you are, wherever you are, whatever your story, we'd love to hear from you.