Quantitative Analyst
World prestigious Financial firm located in central Edinburgh is looking for Quantitative Analyst with experiences in modelling, hedging and financial risk management. Reporting into Head of Balance Sheet Management, you will work with the other members of the Quant Finance team to:
- price and analyse products with investment guarantees so that these products can be offered without exposing the company to unacceptable risks or capital requirements
- build models that simulate the behaviour of assets and liabilities in various economic scenarios enabling the business to effectively explore and manage its investment risk
- provide risk analysis and input into the creation of long term hedging solutions and derivative trade structuring to mitigate risks
- use analytical and quantitative skills to evaluate potential options and recommend the optimal strategy that best achieves the project objectives
Essential candidate criteria:
- Strong analytical skills including the ability to develop and build market consistent and real world asset liability models
- Proven experience in the development of products with investment guarantees including CPPI products and variable annuities
- First hand knowledge of GBP or EUR derivative markets with an understanding of how best to structure solutions within the constraints of the market
- Advanced Excel and programming skills
Desirable:
Knowledge and experience of high-performance computing
German and/or French language skills
A knowledge of UK, German and Canadian insurance liabilities 