Quant Analyst Credit & Insurance Linked Investments

  • N.O.T.K
  • Utrecht, Netherlands Utrecht Utrecht NL
  • Permanent, Full time
  • PGGM.
  • 16 Sep 18 2018-09-16

As a quant analyst in the CILI team you will work with a midsize team of experienced investment specialists.

Quant Analyst Credit & Insurance

Linked Investments

Your role
As a quant analyst in the CILI team you will work with a midsize team of experienced investment specialists. Your role will be to work closely with the investment professionals and learn on the job. You will actively contribute to quantitative analysis of transactions, the overall portfolios, and further developing supporting models and the database systems.

You will start with a focus on the Credit Risk Sharing Transactions and later expand your focus to the Insurance Linked Investments mandate as well. In addition, you will be responsible for monitoring a selection of existing investments.

Your department
PGGM is a Dutch pension fund service provider responsible for managing the pensions for different Credit & Insurance Linked Investments (CILI) manages two unique mandates for our client PFZW. One mandate is the Insurance Linked Investments mandate which invests in exposures to natural catastrophe risk.  The other mandate is Credit Risk Sharing, which invests in credit risk sharing transactions with banks.

We invest worldwide and as a team we look to work together on multiple fronts for both mandates.

Your profile
The Credit Risk Sharing mandate is to a large extend about understanding credit risk. Having experience in assessing credit risk will be very helpful.

The ideal candidate:

  • has a strong quantitative background via a Master’s degree, or a PhD
  • is a fast learner who likes an intellectual challenge
  • is eager to understand the underlying reasons
  • is an open personality and strong communicator
  • can write and speak English fluently
  • having one or two years relevant experience, could be an advantage
     

We offer

  • the possibility to work in an ambitious and very experienced team
  • the possibility to learn about unique investments that are not commonly seen across asset managers
  • an international focus and the opportunity to become a quant expert within the team
  • a professional working environment with many opportunities to develop yourself on many fronts
     

More Information?
Contact Irma Bousardt, senior recruiter, tel. +31 (0)6 30339754

Apply for he position Quant Analyst Credit Insurance Linked Investments

Please apply via our application form by clicking on the apply button.