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Our client a reputable buy side institution are growing their European Insurance business. Their directives are centred around Capital Management, ALM and Solvency 2. They require an experienced Quants Associate.
The Quants Associate will be undertaking the following;
Supporting the portfolio management team with client and balance sheet management across their insurance entities and jurisdictions
Support implementation of strategic asset allocation for client entities, including portfolio re balancing, duration management and exposure analysis
Educate clients entities on new investment strategy and support governance, and the regulatory landscape i.e Solvency 2, Solvency 1 and Bermuda
To be involved in tactical asset allocation decisions
Support the business on structuring, execution, monitoring solutions for portfolio hedging and re balancing
Undertake bespoke reporting
The successful individual will have the following background;
Strong understanding of the insurance sector, and specific experience in ALM and Capital Management
Track record in Fixed Income
Exposure across synthetic derivative structures and liquid fixed income markets
Strong academic background in a Finance, Physics, Mathematics or equivalent, in a quantitative discipline desirable
This is an exciting opportunity to join a growing and reputable business offering great scope for career progression.