Quantitative Analyst (Annuities) recruitment
Quantitative Analyst (Annuities)
Tier 1 insurance company is searching for an excellent quantitative analyst to help develop economic and regulatory capital modelling capability within the company's £23 billion annuity portfolio.
The successful candidate will be responsible for developing asset modelling solutions within the Annuities Business Unit, testing the output from Algorithmics asset models, justifying choice of models and quantifying the risks across assets.
Applicants must possess excellent knowledge of asset models and asset structures, strong knowledge of Bloomberg and a detailed understanding of quantitative analysis tools and techniques (statistics, optimisation, time series modelling, risk distributions and VaR)
Please contact Naomi Smith at naomi.smith@stottandmay.com for more details.