Exciting Senior Quant Strategist FTC Opportunity

Clarence George; United Kingdom; On-site; GBP 60,000 - 90,000; Full time

Job summary

A prestigious UK Bulk Annuity provider seeks a Senior Quant Strategist for a 12-month FTC in their ALM team. The role involves developing and enhancing quantitative models, leading pricing optimization, and collaborating with investment teams to improve portfolio outcomes. This position offers a dynamic environment and the chance to work with a strong team of professionals.

Qualifications

• Advanced Python modeling skills (or equivalent).
• Sound understanding of fixed income products and derivatives.
• Experience delivering complex modeling in a fast-paced investment environment.

Responsibilities

• Design, enhance, and maintain advanced quantitative models.
• Lead enhancement of bulk annuity pricing and implementation optimization models.
• Provide insights on improving balance sheet metrics and portfolio outcomes.

Skills

Quantitative modeling

Python

Fixed income products

Derivatives

LDI strategies

Credit risk

Job description

Clarence George is working with a prestigious UK Bulk Annuity provider who is looking to hire a Senior Quant Strategist (12-month FTC) into their ALM team. This hire will focus on developing, maintaining, and enhancing the team’s key quantitative models, whilst contributing strategic ideas and suggestions to the wider team.

Team:

• Design, enhance, and maintain advanced quantitative models and systems to support balance sheet management
• Lead the enhancement of bulk annuity pricing and implementation optimisation models, improving functionality and algorithms to support efficient portfolio construction and maximise implementation performance.
• Work closely with other members of the ALM team, as well as the wider investment team, to provide insights on improving balance sheet metrics and portfolio outcomes

Profile:

• Sound understanding of fixed income products, derivatives, and familiarity with LDI strategies
• Would also consider a background as a quant developer, actuarial developer, credit risk or other technical areas
• Advanced Python modelling skills (or equivalent)
• Good understanding of DB pension schemes and Solvency II would be beneficial
• Experience delivering complex modelling and the proven ability to work in a fast-paced investment environment

This is a great opportunity to work in a dynamic environment within a strong team of investment professionals. Please reach out if you would be interested in learning more.