Design, development, deployment and maintenance of shareholder SAA
Annual review of shareholder SAA
Maintain tools and assumptions
Collaborate with markets & portfolio team to implement mandate changes
Monitor SAA progress
Ownership of shareholder and with-profits SAA assumptions.
Liaise Head of Market Strategy (Markets & Portfolio Management) to ensure consistency of assumptions across the group
Design & review of WP SAA
Design WP SAA process & tools
Liaise with operations for development, deployment and maintenance of tools
Review WP SAA outputs with Policyholder Asset team
Support Head of SAA & Derivative Structuring in creating investment updates to Group Board to inform them of market conditions, asset class developments and other matters influencing investment strategy
Support the review, challenge and improvement of the Group’s internal model and capital policy design and calibrations for market risks
Investment management experience within an asset manager or insurer
Fluency with quantitative toolkits/systems such as VBA, Matlab, Bloomberg, R, C++, other analytical data tools. We currently use Bloomberg, VBA and Matlab.
Knowledge of Financial Information System Software such as Fincad / Aladdin preferred
Knowledge of the key risk characteristics across a broad range of asset classes, e.g. equity, fixed income, derivatives and property. Fixed income a must.
Good interpersonal and communication skills
Ability to work on a project basis