Quantitative Developer / Actuarial Analyst- £800/day
Summary: The role of Quant/Actuarial Analyst involves working directly with a Portfolio Manager on the desk to build spreadsheet applications and tools, primarily using Python within Aladdin. This is a hands-on position requiring significant experience in insurance asset management or actuarial work, with a focus on fixed income knowledge and cashflow modeling. The contract is initially for 4 months with a possibility of extension, offering a competitive daily rate. Immediate availability is preferred for this position.
Key Responsibilities:
- Build spreadsheet applications and tools for the desk using Python within Aladdin.
- Model cashflows for structured products and challenge underlying assumptions.
- Produce asset cashflow projections for actuarial teams and the EPA feed into reserving models.
- Understand ALM in a life/reinsurance context.
- Utilize advanced Excel skills for complex modeling and VBA.
Key Skills:
- 5–10 years' experience in insurance asset management or actuarial background.
- Strong fixed income knowledge, particularly in modeling cashflows.
- Experience with asset cashflow projections.
- Advanced Excel skills, including complex modeling and VBA.
- BondEdge experience and familiarity with BMA (re)insurance regulation is a plus.
Salary (Rate): £800.00/day
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 — 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. The work: building spreadsheet apps and tools for the desk, Python within Aladdin. 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.
Similar Jobs
Apologies, there are currently no similar jobs available.