Investment / ALM Risk Analyst Investment / ALM Risk Analyst …

Universities Superannuation Scheme Limited
in London, United Kingdom
Permanent, Full time
Last application, 22 Jun 21
Competitive Salary ands Benefits
Universities Superannuation Scheme Limited
in London, United Kingdom
Permanent, Full time
Last application, 22 Jun 21
Competitive Salary ands Benefits
Posted by:
Oliver Cannon • Executive Recruitment Partner
Posted by:
Oliver Cannon
Executive Recruitment Partner
This role is intended to assist in the alignment of the asset strategy and portfolio construction with the overarching and long-term liability. The role provides support and development to all ALM related activities, including valuation support, LDI and long term stochastic risk modelling in the context of portfolio construction and management.

Responsibilities

Delivering Results

  • Works with Investment Strategy & Advice (ISA) and Performance and Investment Risk (PAIR) to embed stochastic ALM analytics into the front- and second-line risk frameworks across DB and DC.
  • Supports the integration of the liabilities into the asset allocation process, as well as the liability hedging programmes into the portfolio construction process (DB).
  • Supports the ongoing development of the DC Glidepath, life-style options and potential future post-retirement offering
  • Supports the Head of Strategic Advice and ALM and Funding Strategy teams in the scheme triennial valuation process
  • Supports the CEO and USSIM Asset Allocation Committee (“AAC”) in portfolio construction and the long-term strategic asset allocation decision process
  • Remains abreast of investment market and pension related developments and actively incorporates knowledge in the development of strategic initiatives
  • Supports the preparation of committee papers for the relevant boards, coordinating and liaising with Head of Strategic Advice and ALM on content and other requirements.
  • Continue to improve the consistency of market data used for analytics originated by ISA
  • Ensures the asset inventory and model compliance are up to date for internally developed ALM models

Managing Resources

  • Maintains constant dialogue with the Senior ALM Specialist, Head of Strategic Advice and ALM and Funding Strategy Team
  • Operates a quality assurance process to ensure consistency and accuracy across the team
  • Remains abreast of wider initiatives, particularly among Funding Strategy, CEO and PAIR functions
  • Ensures all process documents are up to date for the most efficient use of resources

 

Experience

Essential

  • A great attitude – proactive and enthusiastic
  • Attention to detail
  • Previous experience in investment risk
  • Ability to communicate effectively in both written papers and oral presentations
  • Familiarity with quantitative methods (statistics, econometrics, etc.)
  • Intellectual curiosity – willingness and ability to investigate and develop new ideas
  • Proficient at prioritisation, project organisation, and management of multiple workstreams

Desirable

  • Familiarity with UK defined benefit pension topics
  • Undergraduate qualification with economics, finance and statistic content and/or progress towards post-graduate investment/actuarial qualification (e.g. CFA, FIA)
  • Good understanding of institutional asset classes (including LDI, equities, credit and private markets)
  • Good understanding of macroeconomics, actuarial and investment theory
  • IT and programming skills (e.g. Excel, VBA and Python)
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