Quantitative Analyst - Insurance

Recruiter
X4 Group
Location
Farringdon
Posted
14 Apr 2018
Closes
21 May 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

Junior Quantitative Analyst/ Quantitative Analyst/ Python Quantitative Analyst

My client is a regulated life insurer with assets under management up to £25 Billion. They have had a head count growth of 45% in the last 4 years and have paid over £1 Billion to Policy Holders since 2015.

The quantitative analysts team focus on the pricing and risk management of pension fund buyout trades. They are looking for a Quantitative Analyst to work on a large project, implementing pricing, analysis and risk management systems. On a daily basis you would work closely with the traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing measurement and management.

Skills and Experience:

Required:

  • Advanced quantitative skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.)
  • Excellence in applied programming skills - Python, C, C++ or other major languages.
  • Demonstrable, applied expertise in creating and validating pricing and/or risk models for use in a financial services organisation.
  • Knowledge of financial mathematics and stochastic calculus.

Preferred:

  • Deep understanding of Fixed Income products and derivatives.
  • A broad understanding of model risk
  • Expertise programming in Python or Slang.
  • Knowledge and experience in Athena, Quartz, Beacon or SecDB.

If this sounds like a role that could be of interest to you please send your most recent CV to . They are looking to line up interviews from Monday 16th April.

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