QuantitativeAnalyst

build and maintain systems and models which support the pricing, portfolio construction, and management of derivative strategies designed to hedge risks and enhance returns for Solution mandates, deliver robust and easily accessible analysis of all Solutions Portfolio Management under management, modelling the risks of using different asset strategies in fixed income and, where appropriate, other asset classes, to match pension scheme liabilities, leading development of pricing, risk, portfolio construction, and analytic tools for derivatives and derivative strategies, including databases and user interfaces developed to industry standards, e.

using SQL, VBA, C#, Python as appropriate, representing Solutions Portfolio Management through participation in IT systems projects and business process projects that affect the team and related business areas, ensuring effective utilisation of enhanced data, analytic, risk engine, and portfolio management capabilities, collaborating with associated teams (e.

collateral management/margining; derivative pricing) to ensure new operationalusiness processes are implemented in the most effective and efficient way, ensure relevant instruments are priced and analysed in line with market conventions and methods and can be reported on appropriately, evaluating actual and potential collateral use where products are collateralised or margined, ensuring that any actions taken with respect to managing client portfolios are in accordance with L&G Asset Management’s Treating Customers Fairly policy.