This role will focus on adhoc risk analytics as below:
- Review and challenge of ALM modelling processes and how their outputs are used to aid decision making.
- Contribute to the development and enhancement of risk frameworks across multiple risk types including market, credit, counterparty and liquidity risks
- Review and challenge of strategic asset allocation process
The successful candidate will have the below experince:
- Knowledge of Strategic allocation within a fund on both asset only and asset-liability basis
- Knowledge of modelling and development ideally in python
- Experince financial instriments and the asset classes