Insurance Model Validation derivatives Quant for established Investment bank – City of London recruitment
This very established and expanding model validation team is looking to bring on an experienced quant who has significant exposure to the insurance space. This opportunity will report into a very well-known Head of team, which offers the chance to learn from someone very experienced and a specialist in the quantitative field.
Candidates who would be an excellent fit will have experience in life insurance, mortality modelling, pensions, insurance derivatives, variable annuities.
The focus of this team is on the derivatives space, so experience with derivatives is a must.
This group focuses around a number o areas including Credit, CVA and insurance, so the ability to gain exposure to a number of different asset classes is immense.
As with all Investment banks, candidates should have a PhD in a quantitative subject or a very strong Actuarial background.
Since Insurance is such a niche area, the manager is considering looking at candidates from a number of top institutions, including Investment banks, Financial services companies, large analytics houses, reinsurance houses etc.
Candidates will ideally be based in the UK, but if candidates are willing to consider relocating themselves from Europe for this excellent opportunity, they may also be given consideration.
Excellent communication skills are an absolute must, as this team regularly interacts with various arms of the business outside of the MV space - including traders, analysts, senior management etc.
This role is an exceptional opportunity in a very tight London market and candidates who have strong technical and communication skills will excel in this institution. The team is made up of specialists in their field and the potential to grow and learn is unsurpassed. If you would like to apply in for this position, please send your CV into: quantexotic@selbyjennings.com