Solutions Strategist at Schroders Solutions (2021-05 – Present)
Schroders Solutions is a fiduciary manager helping institutional investors manage their long-term risks to meet their investment objectives with £200 billion assets under management. Advise UK DB pension schemes on strategic asset allocation, LDI design, and risk management within a fiduciary management framework.
- Architected core modules for the client online portal including a robust funding level triggers mechanism, journey plan module, and risk and LDI analytics.
- Developed a Python-based portfolio optimiser to support strategic asset allocation decisions, back testing new assets including private assets and synthetic equity structures for efficient capital deployment.
- Design and implement LDI and growth portfolios, strategically incorporating private assets while managing complex liquidity, collateral and risk constraints
- Developed a deterministic Asset-Liability Management (ALM) model to generate long-term journey plans & key risk metrics, perform cash flow coverage analysis for multi-asset portfolios incorporating private assets & ESG considerations.
- Review client advice work & mentor junior team members.
Senior Client Strategy Analyst at SEI Investments Europe Ltd (2015-07 – 2021-05)
SEI Investments is a global fiduciary manager with £262 billion assets under management.
- Advised prospective and existing clients on strategic asset allocation and multi-asset portfolio construction, leveraging analysis of liability profiles, return expectations, and hedging strategies.
- Designed and structured multi-asset portfolios including LDI & CDI mandates, aiming to optimize expected returns and enhance risk mitigation strategies for institutional clients.
- Executed transition plans for client assets, coordinating trading activity and maintaining target hedging levels throughout multi-million-pound transition periods.
- Performed rigorous back-testing of investment strategies and calculated key market risk metrics to ensure strategies met clients' capital and risk budgets efficiently.
- Rebalanced clients' portfolios and instructed de-risking trades, securing asset outperformance and dynamically managing portfolio risks.
- Supported oversight of external mandates; prepared quarterly multi-asset and liability-based reports for institutional clients, including detailed performance attribution.
- Presented quarterly investment updates, investment strategy reviews, and provided training to Trustees during formal Trustee meetings.
- Completed advice sections in RFP's and assisted the sales team with the preparation of prospect meetings and pitch materials.
- Developed and automated ALM models for existing clients and prospects using VBA, producing long-term journey plans and streamlining control processes.
Third Party Collateral Management Senior Analyst at BNP Paribas CIB (2013-05 – 2015-07)
BNP Paribas CIB is the investment banking arm of BNP Paribas Group
- Executed daily collateral management and margining processes across diverse OTC derivatives portfolios, actively mitigating counterparty credit risk.
- Resolved complex valuation, settlement, and collateral disputes as the primary client liaison, ensuring robust client communication and operational integrity across multiple fund mandates.
- Streamlined operational workflows by automating the position reconciliation and billing process using VBA, enhancing data accuracy and saving significant time for the team.
- Enhanced Key Performance Indicators (KPIs) for the collateral function, supporting efficient exchange processes and contributing to firm-wide operational efficiency goals.
- Conducted internal training sessions for the Mumbai collateral team, demonstrating leadership and ensuring consistent application of best practices across global operations.
Collateral Management Analyst at BNP Paribas Asset Management (2012-03 – 2013-05)
BNP Paribas Asset Management is the asset management business of BNP Paribas Group with £620 billion assets under management
- Managed collateral movements for OTC derivatives across multiple funds.
- Supported portfolio managers with funding strategy and collateral optimisation.
- Liaised with legal & portfolio management teams regarding ISDA and CSA documentation, ensuring robust governance and regulatory alignment for varied fund structures.
Collateral Analyst Trainee at APG Asset Management (2011-03 – 2012-03)
APG is the investment manager of ABP pension funds with £534 billion of assets under management
- Executed margining and collateral movements across multiple fund mandates, contributing to the minimization of counterparty credit risk and improved cross-fund liquidity.
- Produced P&L and management reporting.
