Head of Investment Valuation

This Head of Investment Valuation opportunity in Investments, Finance is built around own, develop, and maintain asset, derivative, and repo modelling methodology documentation, including for IFRS Level 3 and LPI-linked assets. It would suit someone who can bring strong leadership and operational judgement to the role.

What the work leans on

Analyst, Finance, and Management. Insurance and Investment Management.

Where the technical work sits

• Own, develop, and maintain asset, derivative, and repo modelling methodology documentation, including for IFRS Level 3 and LPI-linked assets.
• Managing the development and maintenance of the LPI projection model and market yield curve infrastructure.
• Model and manage short-term liquidity risk, providing technical support for other initiatives within Investment Operations.

Technical requirements

• Qualified actuary or equivalent quantitative background with at least 10 years of relevant experience.
• Strong knowledge of fixed income assets, derivatives, and repos; experience in corporate bonds/loans, financial derivatives, and repos is preferred.
• Previous experience in Investments, Reporting, or Treasury is highly desirable.

What helps delivery stay steady

Strong leadership and operational judgement.

Practical details

• Additional detail: Pension support may be included.

Requirements mentioned

• Excel

Job details

• Benefits mentioned: Pension