Quantitative analyst – Intern recruitment
Typical examples are cat bonds, where the insurance risk transferred is extreme; but we are also covering some life assets such as mortality bonds and longevity notes/swaps. New risks are under survey to bring diversification in our funds.
- Reporting to portfolio manager, your main responsibilities will be :
- Getting trained to the cat bond market (modelling, risk assessing, pricing), more generally to the ILS market and also to the manipulation of the database (inside the tool and outside using SQL queries)
- Developing decision-making tools to enhance the portfolio management
- Data mining on Ouranos Database: Classification, Principal Component Analyses and other methods
- Researching and monitoring new developments in the actuarial modelling of the cat bonds
- What sort of profile are we looking for?
- Strong statistical background, stochastic finance, programming, actuarial science is a “nice-to-have” but not necessary
- Mathematical, programming and data manipulation skills (mainly R, VBA/Excel, SQL, C# being a plus)
- Ability to work autonomously after an initial training, detail-oriented, curiosity for research
- Written English is necessary.
- A former experience in the structure finance or actuarial space where tools have been developed is desirable.
Thank you to apply on line at www.axa-im.com/careers/ref 1694
June 25, 2012
• Tags: Graduates & Internships careers in the France, Intern recruitment, Quantitative Analyst • Posted in: Financial