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