Quant / Actuarial Analyst- £800/day
Summary: The role of Quant/Actuarial Analyst involves working directly with a Portfolio Manager on cashflow modelling within the Front Office for an initial 4-month contract. The ideal candidate will have extensive experience in insurance asset management or actuarial work, with a strong focus on fixed income products. Key responsibilities include producing asset cashflow projections and understanding ALM in a life/reinsurance context. The position offers a competitive rate of up to £800 per day.
Key Responsibilities:
- Collaborate with a Portfolio Manager on cashflow modelling.
- Produce asset cashflow projections for actuarial teams.
- Challenge assumptions behind cashflows, including prepayment and default behaviors.
- Understand ALM in a life/reinsurance context.
- Utilize advanced Excel skills for complex modelling and VBA.
Key Skills:
- 5–10 years' experience in insurance asset management or actuarial background.
- Strong fixed income knowledge, particularly with structured products.
- Experience with asset cashflow projections and EPA feed into reserving models.
- Advanced Excel skills, including complex modelling and VBA.
- BondEdge experience (nice to have).
- Familiarity with BMA (re)insurance regulation and EBS framework (nice to have).
Salary (Rate): £800.00 daily
City: London
Country: United Kingdom
Working Arrangements: undetermined
IR35 Status: undetermined
Seniority Level: undetermined
Industry: Other
Quant/Actuarial Analyst — Front Office (Contract) Quant Developer / Actuarial Analyst - Cashflow Modelling - Front Office - contract, up to £800/day I'm hiring a hands-on Quant/Actuarial Analyst for an initial 4-month contract (likely to extend) sitting directly with a Portfolio Manager on the desk. What we are looking for: 5–10 years' experience, ideally in insurance asset management or with an actuarial background Strong fixed income knowledge, including structured products - in particular, the ability to model their cashflows and challenge the assumptions behind them (prepayment, default, recovery, call behaviour) Experience producing asset cashflow projections for consumption by actuarial teams and the Externally Projected Assets (EPA) feed into reserving models Understanding of ALM in a life/reinsurance context Advanced Excel skills (complex modelling, VBA) Nice to have: BondEdge experience Familiarity with BMA (re)insurance regulation, particularly the EBS framework and Scenario-Based Approach Ideally looking for an immediate start - rate up to £800/day.
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