More info for this full time permanent job role in Central London placed by Capability Jane Recruitment ending on 20th December 2018
Senior Quantative Analyst
Location: Central London, UK
Employment Type:permanent, full time 35-40 hours per week
Salary: GBP £65000
Description: Posted by Capability Jane Recruitment Limited -
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