Quantitative Analyst - Insurance
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:
- 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.
- 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.