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Financial Modelling Analyst - STAR Economic Scenario Generators

Closing date
23 May 2022

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Contract Type
Full Time
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Summary of Role

We are looking for an analyst to join our financial modelling team. The role will include a mixture of project and client-facing work supporting our STAR ESG software product suite, including our real world and risk neutral economic scenario generators (ESG). We have an ambitious programme of research and development planned to enhance the calibration process and core mathematical models underlying the ESG, while also continuing to support our clients.

You will receive on-the-job training and support to familiarise yourself with our business, models and systems. You will quickly be able to participate in regular calibration of our models, preparing client deliverables and responding to client queries. This role offers the chance to develop client-facing skills from an early stage. You will also have the opportunity to participate in research projects and model testing and implementation, and over time you would be able to develop into a subject-matter expert able to recommend and guide model developments.

This role offers flexibility in working pattern so please do discuss your requirements with us on application.

The Role
  • Build up expertise in the mathematical models underlying the economic scenario generators
  • Support development of the model and calibration process
  • Develop knowledge of asset classes used by our clients and modelling approaches used in STAR ESG
  • Assist with managing STAR ESG clients, through responding to client queries, delivering training and undertaking appropriate investigations if necessary
  • Participate in other business-as-usual tasks including regular calibration of our models and preparing client deliverables
  • Guide junior members of the team

You will be working in a small, collaborative team and you will be supported to apply your current skills and experience to our business. Depending on your previous experience we may offer support for study towards CFA or Actuarial qualifications. It is expected candidates will wish to further their studies in one of these relevant professional disciplines although other options may be considered on a case-by-case basis.

The Requirements
  • We would expect candidates to have a foundation in applying mathematical techniques to financial modelling, with some knowledge of areas such as statistics, probability theory, time-series analysis or stochastic calculus
  • Some knowledge of typical asset classes used by long-term investors, eg fixed income, equity would be an advantage
  • The ability to build relationships and interact with clients and communicate technical information to a non-expert audience, both internally and externally
  • Interest in building knowledge of economics and financial markets
  • Familiarity with statistical computing packages (eg Matlab) or first experience in programming languages (eg C#).
  • You will be supported by the team to apply a logical and thorough approach to a broad range of tasks

Equal Opportunity Employer

This employer is a corporate member of myGwork - LGBTQ+ professionals, the business community for LGBTQ+ professionals, students, inclusive employers & anyone who believes in workplace equality.
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