ALM Risk Analyst
- Employer
- Universities Superannuation Scheme Limited
- Location
- London, United Kingdom
- Salary
- Competitive Salary and Benefits
- Closing date
- Nov 10, 2021
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities
Delivering Results
Managing Resources
Skills and Experience
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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