Ref: JN -112018-2881
Risk management, quantative analyst, London, flexible working
Our client is an advisory, broking and solutions company with a focus on assessing risk and return for their clients. They are seeking a Quantative Analyst to join the team. The role is 4-5 days a week with the option of some home working (1 day a week).
The Quantative Analyst will work in a small team on projects developing our client's risk management software product, a real world economic scenario generator (ESG). The role focuses on the maintenance and development of the core mathematical models underlying the ESG.
The successful candidate will be expected to provide guidance to more junior colleagues. He/she should be able to research and propose solutions to modelling issues, and liaise with other members of the team to prototype, implement, test and document the solution. He/she may also be required to participate in business-as-usual tasks including regular calibration of our models, preparing client deliverables and responding to client queries.
This is a varied role that requires strong technical skills as well as good communication and teamwork.
- Act as expert on existing risk management software models, demonstrating a detailed understanding of their strengths and limitations
- Research and propose solutions to modelling issues; liaise with other team members to prototype, implement, test and document solutions
- Provide guidance to more junior colleagues
- Explain models to non-technical stakeholders including clients
- Assist with responding to client queries on our client's risk management software, undertaking analysis if necessary
- Participate in other business-as-usual tasks including regular calibration of our models and preparing client deliverables
Skills and experience required:
- Knowledge of ESGs and asset modelling, preferably in the context of insurance company risk and capital management
- Strong grasp of statistics, probability theory, time-series analysis and stochastic calculus
- Familiarity with statistical computing packages (Matlab preferred) and programming languages (C# preferred).
- Team player comfortable in a professional services environment with the ability to effectively debate and subsequently influence internally & externally at all levels
- Enquiring and analytically minded with a logical and thorough work ethic
- Ability to work on small/medium projects with minimal supervision and guide others to achieve results
- Knowledge of Igloo platform would be an advantage
- Flexibility – 4-5 days a week
- Salary – up to £70K FTE
- Location – Central London
- Recruiter – Elspeth Peters