 Job Details
| Job Title: | | Quantitative Solutions Analyst | | | Description: | | Quantitative Solutions Analyst - East Croydon, Surrey
Title: Quantitative Solutions Analyst
Location: East Croydon
Reports To: Chief Insurance Officer
Division: Investment Actuarial
RESPONSIBILITIES:
The focus of this position is to support the quantitative needs of the Regional CIO covering the UK, Ireland, Offshore, Italy and Germany operations.
The primary role of the CIO and of the investment department is to monitor investment performance of the operating entities, support the various business units in driving and analysing new business development and creating products.
Assessing the relative value of existing and new investment products and portfolios, supporting the Finance department in reporting financial results to regulators and to corporate reporting entities on a periodic basis.
Supporting the capital management and actuarial departments in developing ICAS/economic capital models for the various product lines.
Working within a team of 5.
Supporting the business lines product development needs insofar modelling complex insurance risks are required--product lines include fixed annuity, unit-linked / variable annuity, variable life, and in general insurance products with embedded guarantees.
Support the CIO in modelling/analyzing complex in-house and 3rd party equity and fixed income structured products (CDOs, CPPIs, CPDOs, etc).
Supporting the ongoing development of internal economic capital / ICAS models, using 3rd party software as well as proprietary models.
This includes keeping abreast of peer practices relating to internal capital models, economic capital, and capital management, as well as supporting firm-wide economic capital calculation and reporting processes [including measuring and integrating market risks, credit risks]
IMPORTANT:
Ability to work within an unstructured environment.
Good team player.
Strong administration skills.
Good presentation skills.
DESIRABLE:
Any Life Insurance / Financial Services experience very advantageous.
ESSENTIAL:
Candidates will have relevant experience gained within a leading financial institution, rating agency or regulatory entity, capital markets or corporate capital management experience is a must.
Proven track record within a similar environment.
Candidates should come from a Life Insurance, Asset Management, Investments or Banking background.
Candidates must have first class quantitative skills.
Thorough understanding of the investments market.
Knowledge of CDO's, CPPIs and CPDO's.
Good commercial awareness.
Excellent communication skills both verbal and written.
Ability to work on own initiative.
Highly mathematical / lateral thinker.
First class inter-personal skills.
Good attention to detail, essential.
Adaptable attitude towards work with the ability to work well and deliver under pressure.
Ability to liaise with people at all levels.
Creative with a global mind set, methodical, analytical minded.
Experience of working in a highly regulated environment required.
Excellent planning / implementation skills.
Enthusiastic, highly driven with a 'can do' attitude.
Building strong working relationships internally and externally.
First class persuasive / negotiation / problem solving skills.
EDUCATION:
Candidates will be educated to at least Degree Calibre or equivalent within a mathematical field such as economics, actuarial, statistics or engineering with strong grounding in probability theory, statistics, linear algebra and numerical analysis--Accredited actuaries (FIA), or Masters in Finance/Finance Engineering, Masters in Computational Finance or similar disciplines and very strong undergraduate mathematical background will also be considered.
Preferred - PHD qualification or equivalent.
PROFESSIONAL QUALIFICATION:
" Any insurance qualifications advantageous, but not essential.
SYSTEMS:
" Good understanding of MS Packages and modern information technology.
" Strong numerical programming skills in a high-level language or technical computing environment (e.g., Matlab, Mathematica, etc).
BACKGROUND:
" Candidates should come from a Life Insurance, Asset Management, Investments or Banking background.
" Thorough understanding of the investments market.
" Candidates must have first class quantitative skills. | | | Type: | | Permanent | | Financial
Qualifications: | | | | General
Qualifications: | | | | Systems
Experience: | | | | | Salary Range: | | £75000 - £90000/annum £75-90,0 | | | Benefits: | | | | | Location: | | Surrey
| | | Job URL: | | http://www.cv-library.co.uk/cgi-bin/jdb_view_vacancy.cgi?jobref=101155802&s=100032 | |
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