ALM Quant Analytics ALM Quant Analytics …

Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 13 Oct 21
Negotiable
Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 13 Oct 21
Negotiable
One of the world's largest Asset Management firm is looking to onboard an Insurance specialist onto their analytics team. ALM modelling and portfolio construction analytics is a must. On a day to day basis, the quant will support the insurance clients by modelling complex asset allocation in python.
  • 5+ years in quantitative modelling
  • Backround in Acturial Sciences
  • Hands on financial mathematics skills: option pricing, Monte Carlo simulation, interest-rate modelling
  • Expertise in Asset Allocation framework & Asset Liability Management
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