ALM Quant - Solvency UK

Clarence George is currently working with a key player in the bulk annuity insurance market with a strong foothold in the industry to find a Quant to join their Business Partnering team, ahead of the upcoming Solvency UK implementation.

The Role:

• Maintain, develop, and manage Solvency Matching Adjustment models
• Collaborate closely with the Investment team to ensure compliance with PRA tests
• Manage and enhance Stress and Scenario Testing Asset Modelling System
• Provide support to the wider Business Partnering Team as needed
• Engage in a mix of business-as-usual (BAU) activities and project work

Your experience:

• 3+ years of experience in either actuarial, insurance, banking or investment
• Strong quantitative background with a quantitative degree. An actuarial or CQF qualification is an added plus 
• A solid understanding of the asset space, including credit and swap derivatives (desirable but not essential)
• Proficient programming skills in languages such as Python, C++, R, MatLab or similar
• Experience in ALM (Asset Liability Management) is another plus

This is a fantastic opportunity for a Quant to join a fast-growing and market-leading Insurer, and get exposure to asset work, whilst collaborating with a variety of teams within the business. Please apply below to find out more about this supportive and dynamic team.