Quantitative Analyst/Associate - Asset Management

A global asset manager is looking for a Quant/Modelling expert to join a specialist team providing a variety of outsourced investment management services to their European clients. 

Focusing on improving profitability, capital efficiency and risk exposure they aim to meet company specific directives around earnings, capital, ALM and risk management.

Responsibilities:

• Supporting the portfolio management team with client and balance sheet management across various Insurance entities and jurisdictions.
• Support implementation of strategic asset allocation for client entities, including: portfolio rebalancing, duration management and exposures analysis
• Educate client entities on new investment strategy and support governance efforts across different countries and regulatory regimes (Solvency II, Solvency I, Bermuda)
• Work with portfolio management teams on tactical asset allocation decisions
• Support on the structuring, execution and monitoring of solutions for portfolio hedging and rebalancing
• Prepare bespoke reporting for the CIO’s portfolio management purposes and management reporting across the company on a periodic basis

Experience & Qualifications

• Proficiency and exposure across liquid fixed income markets and synthetic derivative instruments
• Strong understanding of insurance specific asset management tenets like ALM and capital management
• Deep understanding of fixed income principles, macro market indicators and risk factors
• Ability to perform under pressure and multi-task in a fast-paced environment
• Academic background in finance, mathematics, physics or equivalent; quantitative masters is essential
• Effective communication skills, verbal and written
• Working proficiency in German, Dutch or another Western European language is a plus

You must be eligible to work in the UK and have between 2-5 years experience in total (this is Analyst/Associate level). You can have a pensions/investment background or a life/investment background.