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Collaborates with senior team members to analyze, design, code and test solutions for systems of moderate to high complexity, including distributed and cloud computing platforms
Contributes to team development and maintenance of sophisticated projection models to measure investment guarantees and insurance liabilities under various economic scenarios.
Critiques, reviews and comments on the modeling & technical designs of peers and recommends enhancements to various systems under development or being currently utilized.
Develops, codes and tests models that use economic scenarios, monte carlo simulations, analytical stochastic solutions and model parameter calibrations.
Effectively communicates connections between Market Risk Management models and how they impact other areas and metrics across the enterprise.
Performs hands-on modeling & programming of liability valuations and cashflows supporting company-defined hedge targets that may be economic, GAAP, statutory, or capital in nature
Performs hands-on modeling & programming of quantitative financial models to value various assets, from fixed income portfolios to derivatives including exotic equity derivatives, rate derivatives, FX & credit instruments along with rate-equity hybrids
Proactively identifies problems, develops solutions & communicates effectively with internal stakeholders and management.
1-3 years' experience model development with strong analytical problem-solving skills
Experience in developing and/or programming mathematical or financial models and translation of models to an object-oriented language (e.g. Python/R/Java/C++)
Exposure to insurance guarantees/actuarial modeling preferred
Demonstrated understanding of option theory and risk measure. Understanding of Monte Carlo Simulation techniques and modeling of market factors.
Excellent verbal and communication skills
Master's in Financial Engineering, Computer Science or another quantitative field
For immediate consideration, please forward resume and contact details to: email@example.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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About Ashton Lane Group
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