Global Asset Manager – Quantitative Insurance Analytics (VP)

5 days left

London (Central), London (Greater)
Excellent salary package
09 Jul 2021
09 Aug 2021
Nearly qual (11+ exams), Qualified
Contract Type
Full Time

Clarence George is working on a highly technical quantitative insurance analytics role with a Global Asset Manager. Not only will the individual need to understand the modelling of assets and liabilities for insurers, they will also engage with clients on strategic asset allocation modelling projects and drive the ongoing development of optimisation models and tools.


  • 5+ years of quantitative modelling experience
  • Extensive understanding of modern financial mathematics including option pricing, hedging, stochastic processes and Monte Carlo simulation
  • Insurance background including the regulatory, risk management and strategic frameworks
  • Strong quantitative mindset but commercial ability to liaise with clients
  • Coding experience in Python would be highly desirable

Please get in touch if you’d be interested to find out more.

Apply for Global Asset Manager – Quantitative Insurance Analytics (VP)

Already uploaded your CV? Sign in to apply instantly


Upload from your computer

Or import from cloud storage

Your CV must be a .doc, .pdf, .docx, .rtf, and no bigger than 1MB

4000 characters left

Marketing Communication

We'd love to send you information about Jobs and Services from by email.

All emails will contain a link in the footer to enable you to unsubscribe at any time.

When you apply for a job we will send your application to the named recruiter, who may contact you. By applying for a job listed on you agree to our terms and conditions and privacy policy. You should never be required to provide bank account details. If you are, please email us.

Similar jobs

Similar jobs