Senior Quantitative Analyst

Description

We are looking for a senior quantitative analyst to join our Strategic Investment Modelling Solutions (SIMS) team. The SIMS team develops, sells and supports a range of financial modelling software including economic scenario generator models used by our insurance and pension scheme clients. The role will involve a mixture of projects developing our range of models and client-facing activities. We are undertaking a significant program of development and restructuring of our products and processes - the successful candidate will play a key role in this.

You will receive on-the-job training and support to familiarise yourself with our business, models and systems. You will quickly be involved in regular calibration of our models, preparing client deliverables and responding to client queries. You will also collaborate in research projects, model testing and implementation, while developing subject-matter expertise in economic modelling.

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

The Role:

• Develop expertise in the stochastic mathematical models underlying our economic scenario generators
• Support development of the model and calibration process, including process automation
• Develop knowledge of the full range of asset classes used by our clients and relevant modelling approaches
• Prepare client deliverables
• Provide support to clients through responding to queries, delivering training and undertaking appropriate investigations, collaborating with other members of the team and providing guidance to junior colleagues

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, including a competitive package covering course materials and study days. It is expected that candidates will wish to further their studies in one of these relevant professional disciplines, if not already qualified, although other options may be considered on a case-by-case basis.

Qualifications

The Requirement:

• We would prefer candidates to have a background in quantitative modelling or data science. Experience of stochastic economic modelling, particularly in the context of capital modelling for insurance companies, would be an advantage.
• Some basic coding experience (particularly Matlab, C#), with an interest to further develop your programming skills
• Ability to investigate and analyse complex modelling issues and communicate them to a non-technical audience, with strong analytical, problem solving and presentation skills
• Comfortable working in a hybrid environment and working independently
• Good organisational skills and attention to detail