Client Strategist

TN United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player seeks a talented quantitative analyst to join their Institutional Solutions team. This role focuses on the EMEA insurance market, providing bespoke quantitative portfolio analytics and strategic advisory services to institutional clients. The ideal candidate will possess deep knowledge of capital markets and insurance regulations, along with strong quantitative programming skills. You will engage with clients, lead analyses, and contribute to thought leadership in the field. This is a unique opportunity to make a significant impact within a dynamic team, driving innovative solutions for a diverse range of clients.

Qualifications

• 5+ years of experience in asset management or investment consulting.
• Deep knowledge of insurance regulations like Solvency II and Solvency UK.

Responsibilities

• Provide expert guidance on capital markets modelling and ALM.
• Lead bespoke analyses for institutional clients, including portfolio optimisation.

Skills

Quantitative Programming

Communication Skills

Capital Markets Knowledge

Client Relationship Management

Education

Bachelor’s degree in Financial Engineering

Advanced degree in a quantitative field

Tools

Python

R

Job description

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NB has been expanding its solutions and advisory capabilities for institutional clients globally. As a leading asset manager with an extensive platform of public and private asset classes, NB is well positioned to provide customised, holistic solutions for a wide selection of client segments.

The Institutional Solutions team performs bespoke quantitative portfolio analytics and offers strategic portfolio advisory services for key clients and prospects. This position will have a particular focus on the EMEA insurance market but will also support client engagement across other institutional client segments and geographies. Key responsibilities include asset-liability management, strategic asset allocation, private market modelling, and capital optimisation. Ideal candidates will be deeply knowledgeable in capital markets and insurance, will have a demonstrated ability to explain technical concepts to clients, and will have a background in quantitative programming.

Key Responsibilities:

1. Serve as a go-to resource for NB personnel and for clients on Solvency II, Solvency UK, Lloyd’s rules, IFRS 9&17 and other relevant European insurance regulations and accounting regimes that impact portfolio management.
2. Provide expert guidance on capital markets modelling, ALM, and other technical or markets topics that are important to NB’s institutional clients.
3. Take the initiative in identifying and discussing relevant market, regulatory, and industry issues with key clients on a proactive basis.
4. Lead and support client engagements relating to strategic support portfolio management, asset allocation, and related topics.
5. Lead bespoke analyses for institutional clients (insurers, pensions, E&Fs, SWFs, etc.), including projects such as portfolio optimisation, stochastic analysis, capital management, and private market modelling.
6. Conduct quantitative research and produce thought leadership by developing materials for industry presentations and white papers.
7. Extend existing infrastructure of analytical/quantitative capabilities to support business development efforts with institutional clients.
8. Develop sufficient knowledge of the firm's capabilities, products, and services, which are of relevance to institutional clients.
9. Work with investment and distribution teams to structure investment products, deliver relevant analytics, and maintain client dialogue.

Minimum Requirements:

1. Bachelor’s degree in financial engineering, mathematics, statistics, computer science, or a similar quantitative field; advanced degree in a quantitative field preferred.
2. At least 5 years of relevant industry experience at an asset manager, investment consultant, or insurer preferred.
3. Deep knowledge of insurance regulatory capital and insurance product structuring including Solvency II, Solvency UK, and Lloyd’s rules.
4. Strong understanding of capital markets and the business of our clients (insurers, pensions, and other institutional investors).
5. Excellent communication and presentation skills commensurate with a technical advisory, client-facing role.
6. Demonstrated ability in quantitative programming; Python and R are a plus.
7. Ability to develop strong relationships with both internal and external clients.
8. Strong level of self-direction, ownership, and initiative.
9. Progress on CFA or actuarial exams is a plus.

Neuberger Berman is an equal opportunity employer. The Firm and its affiliates do not discriminate in employment because of race, creed, national origin, religion, age, color, sex, marital status, sexual orientation, gender identity, disability, citizenship status or protected veteran status, or any other characteristic protected by local, state, or federal laws, rules, or regulations.

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