ALM Risk Analyst

Universities Superannuation Scheme Limited
London, United Kingdom
Competitive Salary and Benefits
21 Oct 2021
10 Nov 2021
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

Delivering Results
  • Works with ISA and 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

Skills and Experience
  • A great attitude - proactive and enthusiastic
  • Attention to detail
  • Previous experience in investment risk and stochastic analysis
  • Familiarity with UK defined benefit pension topics
  • 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
  • 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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