Overview
In this role you will lead and supervise asset-liability modelling for client projects, shaping strategic investment analyses. You will develop and enhance modelling tools, calibrate scenario generators, and oversee validation and documentation to support assumptions. You’ll work with cross-functional teams, occasionally presenting results to clients, and mentor colleagues while advancing AI-enabled workflows. The position sits in the Asset Modelling team, with a structured path for training and career growth, and a hybrid office arrangement.
Pay / Benefits
- hybrid working arrangement (3 days per week in office)
- excellent support and training
- career growth opportunities
Responsibilities
- Lead or manage asset-liability modelling work for client projects, including runs, analysis and communication of results (potential client-facing presentations)
- Develop, maintain and improve asset modelling tools for monitoring, portfolio analysis, strategic investment modelling and client reporting
- Calibrate the Economic Scenario Generator and oversee validation checks, documenting key judgments for assumption setting
- Manage analysis work for the assumption group, producing investment analysis to support assumption setting and central model servicing
- Support generation and validation of yield curves
- Specify, test and roll out new modelling functionality with software development teams and stakeholders
- Use Excel, coding skills and AI tools to improve model development, testing, analysis and documentation
- Provide technical support and guidance to colleagues, including reviewing work and mentoring more junior team members
Key requirements
- Strong experience of asset liability modelling and its application to strategic investment advice (pension schemes or institutional asset owners)
- Experience with stochastic simulation, scenario generation, model calibration and validation
- Experience applying investment analysis to support assumption setting, including yield curves and asset class assumptions
- Strong Excel skills with structured workbooks and models
- Coding experience in Python, VBA or R for analysis, model development or testing
- Experience developing, specifying or testing models and working with development teams or technical stakeholders
- Experience using AI tools and models (agentic coding assistants) for analysis, model development, testing and documentation
- Strong technical investment knowledge across a range of asset classes
- Client-facing communication
- Mentoring and technical guidance
- Team collaboration and cross-functional coordination
- Asset-liability modelling
- Stochastic simulation
- Scenario generation
Associate/Investment Consultant (Asset Modelling) in London employer: Goodman Masson
Join a dynamic and innovative team as an Interim Senior Finance Business Partner, where your expertise in financial modelling and Power BI will be highly valued. Our company fosters a collaborative work culture that prioritises employee growth and development, offering unique opportunities to enhance your skills while making a meaningful impact in the finance sector. Located in a vibrant area, we provide a supportive environment that encourages creativity and professional advancement.
