The Pension Solutions Team includes a deep bench of seasoned professionals with specific expertise, including investment management, risk management, quantitative analysis, derivatives and academic research. Our team can draw on the intellectual capital necessary to develop and implement an effective LDI solution.
Customized Quantitative Analysis
We employ a proprietary LDI Optimizer Model and ongoing quantitative support to measure and quantify risk/reward tradeoffs from an LDI perspective. Experience informs us that risk is often underestimated, so to reduce the plan's vulnerability to negative surprises, we supplement intuition with flexible and transparent models to help make sense of a complex reality.
We offer a broad range of LDI strategies that seek to help our partners mitigate risk, as well as active management of those strategies to pursue upside potential. Our LDI suite encompass a range of solutions, including benchmarked, liability-matching and overlay strategies.
We have been managing dedicated strategies against the long end of the curve since 1989. We offer decades of experience in providing counsel and delivering alpha in a pension risk framework.