Overview
The Liability-Driven Investing (LDI) Analyst supports the analysis, management, and reporting of pension liabilities and LDI benchmarks for institutional clients. This role blends actuarial data analysis, fixed income markets, and client reporting while partnering closely with investment and client-facing teams to deploy customized LDI strategies. Responsibilities focus on translating liability characteristics into actionable interest rate and volatility risk management insights used as inputs for LDI portfolios.
Key Responsibilities
· Maintain and analyze pension liability cash flows, actuarial data, and liability databases.
· Build and maintain yield curves and value liabilities across discount curves.
· Calculate and track key liability characteristics and metrics.
· Support the design, maintenance, and monitoring of LDI benchmarks and hedge ratios
· Coordinate with Portfolio Managers, Operations, and Consultant & Client Relations teams.
· Produce quarterly pension diagnostic reports and assist with ad hoc asset-liability analyses.
· Contribute to opportunities to improve processes, reporting, and automation to further enhance LDI infrastructure.
Qualifications
· Bachelor’s degree in Finance, Economics, Mathematics, Actuarial Science, or related field.
· Strong technical skills and experience in programming (R, Python).
· Familiarity with pension plan design and funded status management.
· Experience working with actuarial data, liability cash flows, or LDI strategies.
· Progress toward or completion of actuarial designation is a plus.
· Knowledge of fixed income markets.
