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ALM Quant - Solvency UK

Employer
Clarence George
Location
London (Hybrid Working Schedule)
Salary
Competitive Salary + Bonus + Wider Benefits
Closing date
7 Oct 2023
Reference
CG/447

Job Details

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.

Company

Clarence George is a highly bespoke London based Insurance & Investment Search Firm. We source the top quartile of talent across Insurance Solutions, Actuarial & Investment Risk with the main qualifications in our market being: FIA, CFA, MSc, PhD, CAIA, CQF, FRM. We have an enviable client base with access to the best asset focused roles within Life Insurance, General Insurance, Reinsurance, Retirement Solutions, Consultancy, Investment Banking, Asset Management, Private Equity, Hedge Funds and InsurTech.

Skills coverage:

- Insurance Solutions: ALM, Hedging, Structuring, Securitisation, Structured Finance, Collateralisation, FIG M&A, Corporate Finance, Transaction Services, Origination, DCM, Portfolio Management, Trading, Value-In-Force (VIF), Financing, Equity Research, LDI, Quant Strats

- Actuarial & Investment Risk:

Capital Optimisation, Solvency II, IFRS 17, BPA/Pension De-risking, ESG, Value at Risk (VaR), Financial Risk, Market Risk, Credit Risk, ERM- FinTech / InsurTech: Blockchain, AI, Decentralised Finance (DeFi), Distributed Ledger Technology (DLT), Web3, Tokenisation

Asset coverage:

Fixed Income, Derivatives, Rates, FX, Private Debt/Private Credit, Real Assets, Illiquid Assets, Equity Release Mortgages, Insurance Linked Securities (ILS), Digital Assets

Location coverage:

UK, Bermuda, Caymans, Hong Kong, Singapore

CG’s raison d'être is very simple. It is to work with the best and to truly partner with you.

Company info
Website
Location
77 Coleman Street
London
Greater London
EC2R 5BJ
GB

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