Asset & Cashflow Modelling Analyst - Front Office (Contract)
Summary: The Asset & Cashflow Modelling Analyst role is a hands-on position focused on asset and cashflow modelling within the fixed income and structured assets domain. The contract is for an initial duration of four months, with the potential for extension, and involves direct collaboration with a Portfolio Manager. Candidates should possess significant experience in fixed income asset management and advanced Excel skills for complex modelling tasks.
Key Responsibilities:
- Develop and manage asset and cashflow models for fixed income and structured assets.
- Collaborate directly with the Portfolio Manager to ensure accurate modelling and projections.
- Challenge assumptions behind cashflow models, including prepayment and default rates.
- Produce asset cashflow projections for valuation and reserving processes.
- Utilize advanced Excel skills, including complex modelling and VBA.
Key Skills:
- 5-10 years of experience in insurance/reinsurance or fixed income asset management.
- Strong knowledge of fixed income and structured assets.
- Hands-on experience with cashflow modelling and asset set-up.
- Confidence in challenging model assumptions.
- Advanced Excel skills, including complex modelling and VBA.
- Exposure to private assets and investment data management.
Salary (Rate): £110.00/hr
City: London Area
Country: United Kingdom
Working Arrangements: undetermined
IR35 Status: undetermined
Seniority Level: undetermined
Industry: Other
Asset & Cashflow Modelling Analyst - Front Office (Contract) Asset Modelling - Fixed Income & Structured Assets - initial 4 months, up to £800/day
We are hiring for a hands-on Asset & Cashflow Modelling Analyst for an initial 4-month contract (likely to extend), sitting directly with a Portfolio Manager on the desk.
What we're looking for:
- 5-10 years' experience, ideally in insurance/reinsurance or wider fixed income asset management
- Strong fixed income knowledge including structured assets, with hands-on experience setting these instruments up and modelling their cashflows
- The confidence to challenge the assumptions behind those models (prepayment, default, recovery, call behaviour)
- Some exposure to private assets
- Experience producing asset cashflow projections for downstream valuation and reserving processes
- Advanced Excel skills (complex modelling, VBA)
You do not need an actuarial background, ALM expertise or a heavyweight maths pedigree. Hands-on asset set-up and cashflow modelling matter far more here. This could equally suit someone from a strong investment data background: for example, a data lead on an Aladdin-type implementation who owned the security set-up, has worked with derivatives Ts & Cs, and understands how security master data drives analytics models and cashflow projections.
Nice to have:
- BondEdge experience
- Familiarity with BMA (re)insurance regulation, particularly the EBS framework and Scenario-Based Approach
Ideally an immediate start - rate up to £800/day. We are acting as an Employment Business in relation to this vacancy.
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