Quantitative Investment Analyst – Bermuda/Dublin

Sep 20, 2017

 

Our client is a leading, publicly traded Reinsurance Group headquartered in Bermuda and a global provider of reinsurance and insurance. Founded in Bermuda in 1993, and operating in Dublin since 1998, the Company has become one of the world’s largest and most successful reinsurers. The team shares a passion for rapid innovation, creativity and a strong belief in the entrepreneurial culture which is a cornerstone of our competitive advantage. The Company is committed to attracting and developing the very best people who are dedicated to exceptional performance.

Quantitative Investment Analyst – Bermuda/Dublin

The Company is recruiting a Quantitative Investment Analyst to assist the Investments team in developing quantitative fixed income frameworks and tools that contribute to asset allocation decisions and support the investments team on delivering strong risk adjusted returns in the investment portfolio. 

Responsibilities

Including but are not limited to:

  • Develop quantitative fixed income analytical tools and frameworks that directly impact asset allocation and portfolio positioning.
  • Provide quantitative assessment of relative value opportunities across market sectors and major risk drivers.
  • Enhance proprietary stochastic and deterministic approaches to investment risk and asset liability modelling.
  • Support modelling and extension of existing risk model.
  • Collaborate on evaluation of new investment opportunities and support the development of quantitative tools on internally managed assets. 
  • Assist in depicting investment risk and other correlated risks within an enterprise-wide risk and capital modelling framework.
  • Work closely with the technology team in developing asset allocation tools.

Education

  • Degree/Masters/PhD in a numeric discipline.
  • Strong academic qualifications.

Experience

  • Professional experience in quantitative finance would be an advantage.  
  • Experience at working both independently and in a team-oriented collaborative environment is essential.

Required Knowledge and Skills

  • Excellent quantitative and analytical skills.
  • Practical knowledge of statistical modelling and simulation techniques.
  • Strong knowledge of fixed income markets would be an advantage.
  • Strong interpersonal and communication skills.
  • Experience with programming languages would be an advantage. 
  • Ability to take initiative and work unsupervised.

This is an excellent opportunity for an outstanding individual who is a self-starter with the ability to be productive under pressure. This is a fast-paced and rapidly changing business environment which requires an individual with an energetic and enthusiastic approach, along with maturity, self-confidence and self-motivation. Interested persons should apply with Curriculum Vitae

Please forward a detailed resume and covering letter to: Alistair McNeish, PwC Human Capital Consulting Ltd., bermudatopjobs@bm.pwc.com 

 


For further information on this job contact us at bermudatopjobs@bm.pwc.com

 

Contact us

Alistair McNeish
Director, Human Resource Services
Tel: +1 441 298 9708
Email

Linda Holmes
Human capital consulting
Tel: +1 441 298 9706
Email

Lyndsay McCabe
Client Administrator
Tel: +1 441 298 9705
Email

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