Sr. LDI Reporting Associate
- Ameriprise Financial
- 2 - 5 years
- Noida, Gurugram
- 2 months ago
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Job Description
This role has three main support functions :To provide subject matter expertise to support the accuracy of daily asset, client cash flow and other data required to support the risk & analytics platform, Imagine.
The running and quality assurance of the reporting provided to Client Directors & other Columbia Threadneedle Investments functions either directly from Imagine, or via Columbia Threadneedle Investments outsourced reporting service.
Control & management of changes to client liabilities and cash flows within Imagine.
Key Responsibilities
- Development and monitoring of derivative and LDI analytics/solutions
- Understand the structure and complexity of LDI Products & client base
- Daily interaction with LDI fund management team and regular interaction with Distribution & Client Directors.
- Assist in the production of daily LDI risk and end client reporting at month and quarter ends
- Provide expertise for Senior Management on LDI reporting issues and solutions
Further examples of role responsibilities:
- Daily interaction with LDI/Solutions function.
- Regular interaction with the Distribution & Client Director team.
- Produce LDI data, including risk analytics and performance - used by the front office and for monthly/ quarterly end client reporting and hedge ratio analysis.
- Within the risk and analytics platform, develop new tools and dashboard enhancements for the LDI desk
- Oversight of onboarding of new funds and instruments within the risk and analytics platform
- Deal with complex LDI structure and product queries
- Streamline, enhance and evaluate business requirements for new derivatives
- Responsible for the maintenance and integrity of Imagine data
- Analyze and implement new and changes to Imagine and products. Key tasks / areas of analysis include:
- Business requirements for new derivatives
- Mechanics / characteristics of the instrument or product
- Models and valuations in Imagine
- Develop any additional tools required to support the core systems
- Analysis of LDI hedge effectiveness versus client benchmarks
- Analysis of derivatives portfolios including shock and scenario analysis for Dutch Regulatory Reporting purposes
- Involvement in Project work
- Understand and adhere to Derivative related regulatory / market requirements
- Maintaining relationships with other key stakeholders such as Operations, Data Management and the outsourced middle office service provider.
Required Qualifications
- Good working knowledge of OTC rate/inflation derivatives (swaps/curve/pricing structure)
- Strong fixed income knowledge, particularly in the context of LDI
- A solid understanding of LDI risk metrics - PV01/IE01, duration etc
- An understanding of defined benefit pensions & LDI
- Some experience in performance and attribution analysis.
- Good MS Excel/VBA/coding.
- Has used Aladdin
Soft skills include -
- Excellent numerical ability
- Excellent problem-solving
- Investigative by nature
Critical thinking - the desire to apply technical skills to real world business problems
Preferred Qualifications
Degree Level, CFA passed or candidate preferable
Ameriprise India LLP has been providing client based financial solutions to help clients plan and achieve their financial objectives for 125 years. We are a U. S. based financial planning company headquartered in Minneapolis with a global presence. The firm s focus areas include Asset Management and Advice, Retirement Planning and Insurance Protection. Be part of an inclusive, collaborative culture that rewards you for your contributions and work with other talented individuals who share your passion for doing great work. You ll also have plenty of opportunities to make your mark at the office and a difference in your community. So if youre talented, driven and want to work for a strong ethical company that cares, take the next step and create a career at Ameriprise India LLP.
Full-Time/Part-Time
Timings
India Business Unit
Job Family Group
Job Classification
Industry: Financial ServicesFunctional Area / Department: Data Science & AnalyticsRole Category: Business Intelligence & AnalyticsRole: Data AnalystEmployement Type: Full timeContact Details:
Company: Ameriprise FinancialLocation(s): Noida, Gurugram
Keyskills: Front office Manager Quality Assurance Data management Coding Mutual funds Fixed income Financial planning Asset management Analytics OTC
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