Strategic asset allocation determines the long-term mix of asset classes that best serves an institution's risk-return objectives and liability profile. We build SAA models using mean-variance optimisation, simulation, and scenario analysis.

LDI structures the fixed-income portfolio to closely match liability cash flows, reducing funded status volatility. We design LDI strategies for pension funds and insurers with long-tail liabilities.

Selecting and monitoring investment managers requires quantitative due diligence beyond headline performance. We evaluate managers on risk-adjusted returns, style consistency, operational infrastructure, and fee transparency.

Insurance investment strategy must balance return objectives with regulatory constraints, ALM requirements, and solvency capital impacts. We advise insurers on investment policy, asset allocation, and the capital implications of investment decisions.