Quantitative Strategist, Investment Banking/Insurance, £100k
Quantitative Strategist with software engineering skills reuired by insurance structuring division of tier-1 global investment bank. The successful candidate will be responsible for working with traders and structurers to generate trading and risk management strategies and delivering the tools with which they may be executed. Each trade/transaction is different, so this person will be responsible for designing/running a variety of reports/risk calculation tools and scenarios. Previous experience of pension fund buyouts, annuities or associated products would be advantageous but is not essential.
Knowledge of bonds, swaps and credit derivatives is important, but in general, detailed exposure to at least one form of structured product or asset-liability management is essential for the role. From a programming perspective, candidates should be able to produce a tool or application independently and from scratch in an OO language – the ability to combine technical flair in C#, Java or C++ with originality, imagination and pragmatism is key.
Interested applicants should contact our Technology team at technology@hanoversearch.com or call 0207 248 2244.
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