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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Management Consulting / Strategy |
| Functional Area | General / Operations Management |
| EmploymentType | Full-time |
This role will report into the Investment Strategy function of Investment Solutions and will be responsible for building asset and liability scenario analysis/models and working with third party systems, to help JLT s clients understand the risk and return consequences of their decisions more clearly. Use of dynamic and conditional (trigger) strategies and illustrating the impact on risk and return for clients. Helps consultants optimize their investment portfolio by comparing the Strategic Asset Allocation (SAA) and Tactical Asset Allocation (TAA) to alternative strategies, with respect to return and various risk measures Builds stochastic scenario analysis by quantifying probability of reaching long-term goals as well as the probability of violating any short-term restrictions of risk budgets Provide guidance on asset liability management of clients by building quantitative models and suggest hedging levels to avoid mismatchModel and develop fixed income solutions under ALM framework. Technical Skills Core understanding of fixed income as an asset class. Understanding of nuances of asset liability management for pension schemes is highly desirable but not mandatory (exposure to ALM for banks/insurance companies will be advantageous) Relevant experience in investment analytics, modelling platforms and derivatives Demonstrable experience in Credit markets and credit instruments. Knowledge of credit valuation and pricing. High level of proficiency and hands-on experience in Excel and VBA is a must Understanding of regulations pertaining to Pension funds and insurance firms. Proficiency in statistical tools is desirable General Skills Strongwritten and verbal communications and confidence to engage with senior stakeholders Able to manage high stress situations, delivering high quality and error free output with great attention to detail Mentor junior team members in asset class research and quantitative modelling skills Preferred candidate profile Prior Experience Background in statistics and/or mathematics with understanding of econometric modelling techniques Minimum 3 years of work experience in financial or statistical modelling Exposure to financial markets in an investment banking, asset manager setup with demonstrable interest Education/ Qualification Postgraduate in quantitative or finance related disciplines (Mathematics/Statistics) or graduate in Engineering or quantitative disciplines with exposure to financial markets MBA in Finance/Masters in Financial Engineering Any progress towards CFA/FRM will be advantageous ,
Keyskills :
core analytics banking operations php derivatives engineering allocation quality java management valuation asset ension office liability ms schemes investment financial