Asset Modelling Lead for Investment Tech

NCSL International; Winchester; Hybrid; GBP 65,000 - 90,000; Full time

Benefits offered by this job

Hybrid working

Professional study support

Wellbeing networks

Life assurance

Income protection

Job summary

LCP is seeking an Investment Consultant to join its Asset Modelling Team. You will develop, test and operate modelling tools and assumptions powering client advice and LCP's investment technology.

The role spans calibration, scenario generation, model validation and collaboration with developers to advance LCP Visualise and related tools. The ideal candidate brings strong ALM experience for pensions or institutional owners, plus Excel and coding skills (Python/R/VBA) and an ability to explain

Qualifications

• Experience with asset liability modelling and its application to strategic investment advice.
• Proficiency in stochastic simulation, scenario generation, model calibration and validation.
• Experience applying investment analysis to support assumption setting and yield curves.
• Strong Excel skills with structured workbooks and complex formulas.
• Coding experience in Python, VBA or R for analysis and testing.
• Experience with AI tools to support modelling, testing and documentation.
• Broad technical investment knowledge across asset classes.

Responsibilities

• Lead or manage asset-liability modelling work for client projects with outputs and presentations.
• Develop, maintain and improve asset modelling tools for portfolio analysis and reporting.
• Calibrate the Economic Scenario Generator and oversee regular AMT processes.
• Support assumption setting and central model servicing with investment analysis.
• Assist in yield curve generation and validate model outputs.
• Collaborate with software developers to roll out new modelling functionality.
• Provide technical guidance to colleagues and review junior team members’ work.

Skills

Asset liability modelling

Stochastic simulation

Scenario generation

Model calibration

Validation

Yield curves

Excel modelling

Python

AI tooling (agentic coding)

Investment knowledge

Tools

Python

VBA

R

Job description

LCP is seeking an Investment Consultant to join its Asset Modelling Team. You will develop, test and operate modelling tools and assumptions powering client advice and LCP's investment technology.

The role spans calibration, scenario generation, model validation and collaboration with developers to advance LCP Visualise and related tools. The ideal candidate brings strong ALM experience for pensions or institutional owners, plus Excel and coding skills (Python/R/VBA) and an ability to explain