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Pensions Risk Management

Big 4 Consultancy Firm

London

Permanent ⁄ £70000 - £100000

Updated February 25, 2012


The Pension Risk management team advises on Asset Liability Management (ALM) issues for clients pensions industry, and assignments will include:

Consulting with UK defined benefit pension fund clients on investment matters;

Developing and delivering stochastic asset liability models;
Implementing derivative based strategies for reducing interest rate and inflation risk;
Tactical allocation of assets with a view to insuring pension liabilities in the short to medium term;
Advising clients on the governance of pension scheme investments within the UK legislative framework.

Who we're looking for
You will have experience in:

The modelling of structured cash flows, the value of which are dependant upon financial market variables;
ALM modelling, both in a deterministic and stochastic world. This should include experience in Fixed Income, Credit and equity markets;
Discussing the outputs of these models with clients who may not be financial market experts.
It is important that this modelling experience will have been gained from within a practical, hand-on role with direct responsibility for the output not simply acting as the conduit to clients where the analysis has been run by colleagues. It is likely that this experience will have been gained from any of:

A Derivatives structuring desk;
A Investment consultant's ALM department;
An Investment Manager's structured solutions area.

About our client
Big 4 Consultancy Firm

What's on offer
£70,000-£100,000

Michael Page Contact
For further info, apply or phone on 0044 207 831 2000.  Job Ref: 13154124
Your application will be sent to James Campion.

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