Senior Pensions Quant Analyst | USA recruitment

 This exciting new quantitative opportunity has arisen with a global multinational financial services company. The senior management have decided to bring on a senior quant who will be covering interest rate derivatives and more specifically the pensions and ALM space  into their growing and successful team. This top global institution covers products which include life insurance, general insurance, pensions and investments and has total funds under management of around £350 billion. This role will reports into the head of quantitative analytics across the asset management space.

Principal Responsibilities of this role include:

•           The ability to communicate and work successfully with various teams and the Fixed income team to deliver analysis for the large database of clients.

•           Technical ability to model the risks of different strategies to coincide with pension liabilities.

•           Experience with systems for static stochastic modelling.

•           Hands on experience developing cutting edge pricing tools for derivatives and derivative strategies.

Knowledge and Experience Essential:

•           Essential experience that will cover pricing, modelling and various risk analysis of derivatives (IR, equity, credit)

•           It would be key to have working knowledge of Asset-Liability modelling and bonds (Treasuries and Corporate); ; 

•           Risk management of multi asset portfolios; 

•           A top Post-graduate qualification with an extensive mathematical background.

•           An investment qualification would be excellent.

•           The ability to deliver efficiency and results to clients, while working with the ALM Quant team and various other groups.

•           Programming language experience of: MATLAB, VBA; C++

It would be advantageous to have:

•           Some sort of management and mentoring experience of more junior members.

•           Previous experience in a role with a large Asset Manager, investment bank etc.

This opportunity is a very prestigious and sought after in the growing ALM and Pensions space. This large financial institution is one of the best In its field and is very results-orientated. This role will be joining and extremely talented set of individuals in the quantitative space and especially in the financial services industry. The team delivers outstanding opportunities for product exposure and every role has a large client-facing element which is a key factor to their development in the industry.

If you feel that this could be a role that would offer excellent career progression and you could deliver the results that this experienced team expects, then please apply into: quantexotic@selbyjennings.com