Clarence George is working on a new Quant Strategist/Developer position at a leading Insurer/Asset Manager. The purpose of the role will be to take responsibility for developing, maintaining and enhancing key quantitative models within the ALM team with a particular focus on portfolio analytics.
- Open to qualification – FIA/CFA/CQF
- Strong quantitative skills and the ability to build/develop models from scratch
- Knowledge of fixed income products
- Derivatives experience (e.g. interest rate swaps, inflation swaps, LDI work)
- Experience working in a fast-paced environment
- Working knowledge of Python, Matlab, R or any other advanced language
This is a fantastic opportunity to join a highly dynamic team in a role that offers fantastic exposure to the wider ALM team.
For more information please apply directly or contact James Broomfield (email@example.com).