Develop and produce Asset Liability modelling (ALM) analysis and risk/return forecasting models for Swedish institutions, including client reports.
Company:MMC CorporateDescription:
This job function is responsible for developing and producing Asset Liability modelling (ALM) analysis for Swedish institutions.
The job also includes developing the theoretical and practical implementations of portfolio optimization and forecasting the risk and return models.
These constitute the essential input for ALM and portfolio constructions analysis. All these models are the basis for the success of winning Swedish client AuM. Furthermore, the job also involves an overall responsibility for the quantitative setup and development of the regular client reporting.
What can you expect?
- Produce and develop Asset Liability modelling (ALM) analysis. Including client presentations.
- Produce and develop risk and return forecasting models. Including client presentations.
- Produce and develop asset only portfolio optimization models. Including client presentations.
- Produce and develop market and client segment analysis
- Develop and produce the bespoke client reports and analysis etc
What you need to have:
- No work experience needed.
- Skill in financial theory, programming in VBA, also social skills in terms of representing Mercer in institutional client meetings.
- A bachelor / master’s degree in Math, Physics, Actuarial Science, Statistics, or a related field.
- Strong analytical and mathematical skills
- Excellent interpersonal skills, with strong oral and written communication abilities.
- The capability to prioritize and manage multiple tasks in a fast-paced work environment.
Top Skills
VBA
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