Shareholder SAA Lead Shareholder SAA Lead …

The Emerald Group
in London, United Kingdom
Permanent, Full time
Last application, 26 Oct 20
Market Rate
The Emerald Group
in London, United Kingdom
Permanent, Full time
Last application, 26 Oct 20
Market Rate
Posted by:
Mr Asset Management • Recruiter
Posted by:
Mr Asset Management
Recruiter
The role will support my clients asset management and the group’s cash generation objectives by leading the development of SAA for shareholder funds.

Accountabilities

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

Experience Required

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

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