Quant Insurance Strategist

One of the most attractive insurers in the UK industry with a very sophisticated approach to risk management and excellence in asset and liability management, are seeking to hire a Quant Strategist to sit within their investments function.

This would suit a quant / actuary with a strong knowledge of fixed income products and derivatives. You will create/validate pricing models. The focus is more on “in an enterprise analytical platform”, experience of creating model in a scalable way. This could include an in house economic scenario generator, in house analytics platform. You will be in creating analytics tools which will be highly visible across the business and make a significant impact on how they manage their significant balance sheet and hedging strategies. You will have the opportunity to make a name for yourself within this organisation where they have a track record of offering quick career progression for high performers.

If coming from an insurance back ground, ideally you would have a knowledge of Solvency II for Life Insurers, or a good understanding of Defined Benefit pension schemes / knowledge of LDI.

Coding - ideally in a main programming language such as Python / Matlab / R (although others can be considered too)

This would suit a quant minded actuary with a prior programming background or an investments specialist with a quant background.

Bradley.grant@goodmanmasson.com