Gurugram, Haryana, India
3 days ago
Sr. LDI Reporting Associate
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 endsProvide 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 deskOversight of onboarding of new funds and instruments within the risk and analytics platformDeal with complex LDI structure and product queriesStreamline, enhance and evaluate business requirements for new derivativesResponsible for the maintenance and integrity of Imagine dataAnalyze and implement new and changes to Imagine and products. Key tasks / areas of analysis include:Business requirements for new derivativesMechanics / characteristics of the instrument or productModels and valuations in ImagineDevelop any additional tools required to support the core systemsAnalysis of LDI hedge effectiveness versus client benchmarksAnalysis of derivatives portfolios including shock and scenario analysis for Dutch Regulatory Reporting purposesInvolvement in Project workUnderstand and adhere to Derivative related regulatory / market requirementsMaintaining 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 LDIA 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

About Our Company
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 you're 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.

Ameriprise India LLP is an equal opportunity employer. We consider all qualified applicants without regard to race, color, religion, sex, genetic information, age, sexual orientation, gender identity, disability, veteran status, marital status, family status or any other basis prohibited by law.

Full-Time/Part-Time

Full time

Timings

(2:00p-10:30p)

India Business Unit

AWMPO AWMP&S President's Office

Job Family Group

Mutual Fund Operations
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