Senior Quantitative Analyst
Opportunity for an Analyst from an insurance or investment background to work in a small team on projects developing an economic scenario generator (ESG). The role focuses on maintaining and development of the models that underlie the ESG.
The responsibilities will include mentoring more junior colleagues, to research and suggest solutions to modelling issues, and work alongside other members of the team to prototype, implement, test and document the solution. You will also be expected to calibrate models regularly, prepare deliverables and respond to client queries.
The suitable candidate should have:
- A strong understanding of statistics inc. stochastic calculus, time-series analysis and probability theory.
- Knowledge of economic scenario generator and asset modelling.
- Acquainted with statistical computing packages and programming languages.