Key responsibilities
• Lead or manage asset-liability modelling work for client projects, including model runs, analysis, output review and communication of results, this may include direct client-facing presentations
• Develop, maintain and improve asset modelling tools for monitoring, portfolio analysis, strategic investment modelling and client reporting
• Calibrate the Economic Scenario Generator and oversee regular processes, including validation checks, documentation of key judgements and analysis to support assumption setting
• Manage analysis work for the assumption group, producing investment analysis to support assumption setting and central model servicing
• Support the generation and validation of yield curves
• Specify, test and roll out new modelling functionality in collaboration with software development teams and internal stakeholders.
• Use Excel, coding skills and appropriate artificial intelligence (“AI”) tools, including agentic coding tools, to improve model development, testing, analysis and documentation
• Provide technical support and guidance to colleagues, including reviewing work and helping more junior team members develop modelling skills
What skills and experience are they looking for? Technical Skills
• Strong experience of asset liability modelling and its application to strategic investment advice, principally for pension schemes or other institutional asset owners
• Experience with stochastic simulation, scenario generation, model calibration and validation
• Experience applying investment analysis to support assumption setting, including yield curves, asset class assumptions and how those assumptions are used in modelling outputs
• Strong Excel skills, including the ability to work confidently with structured workbooks, formulas and model outputs
• Coding experience in Python, VBA or R for analysis, model development, automation or testing
• Experience of developing, specifying or testing models and technical tools, including working with development teams or technical stakeholders
• Experience using AI tools and models, including agentic coding assistants, to support analysis, model development, code review, testing, documentation and process improvement
• Strong technical investment knowledge across a range of asset classes
The roles would suit candidates from an ALM/Stochastic modelling background, keen to work in a stimulating environment with excellent support, training and career growth opportunities
My client operates a hybrid working arrangement with 3 dayes per week expected in the office.
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