LDI Portfolio Manager

Goodman Masson Limited; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading financial services company is seeking an experienced professional to join their team in London, focusing on liability-driven investment strategies. This role involves managing risk and developing innovative solutions for clients, emphasizing derivative-based hedging strategies and portfolio management. The ideal candidate will be knowledgeable in financial instruments with a strong background in asset management or investment consultancy.

Qualifications

• 4-6 years experience in a similar role.
• Strong knowledge of liability driven investments and derivative hedging strategies.
• Experience working with asset managers or investment consultancies.

Responsibilities

• Design and manage liability risk management and return enhancing strategies.
• Monitor clients’ liability risk management programmes.
• Provide technical input for LDI strategies and risk management systems.

Skills

Liability driven investments

Derivative hedging strategies

Portfolio management

Risk management

Job description

The LDI team is responsible for strategic hedging of interest rates and inflation risks borne by pension schemes, managing a portfolio of high quality fixed income security index tracking funds, adding value relative to liability benchmarks and developing thinking on a variety of risk management solutions. The trading team is based in London and sits alongside the LDI Team.

Key Responsibilities

Assist in designing and managing the liability risk management and return enhancing strategies for new and existing clients, including (but not essential) active idea generation

Primary focus on leverage/derivative-based hedging strategies (swaps, options, Repo, etc.) but also covering physical asset strategies (particularly gilt based strategies)

Help monitor clients’ liability risk management programmes, working with client teams, operations, valuation and collateral management teams to ensure portfolios are in line with house view

Assist in all aspects of management of a portfolio of high quality fixed income instruments (Gilts, Interest rate/inflation swaps) against prescribed indices/benchmarks

Act as checker/peer reviewer for a wide range of work undertaken by other members of the team

Provide technical input to all aspects of investing in LDI strategies, such as modelling and measurement of key risks relevant to managing LDI portfolios

Assist in the robust delivery of solutions, streamlining of tools and spreadsheets including the checking of new tooling as team needs evolve.

Testing and inputting into the design and improvement of risk management systems

My client is looking for a candidate with circa 4-6 years experience with strong knowledge of liability driven investments and derivative hedging strategies. You are likely to be currently working in a similar role at an asset manager or an investment consultancy.

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.