Quantitative Analyst - Financial Transaction Monitoring

Description:

- Mandate: background in STEM with hands-on quantitative programming experience, preferably in Quantitative Finance, Statistics, Physics, or Computer Science

- 4+ years of programming and debugging experience in quantitative modelling or analytics (preferably in C, C++, Java, Python)

- Experience with stochastic modelling, preferably of financial market risks and insurance cashflows

About the Team:

- You'll be joining the Financial Market Portfolios team within Life & Health Transactions. Our team plays a crucial role in supporting the portfolio growth of Financial Solutions as part of the company's L&H growth strategy.

- We work closely with multiple stakeholders including L&H Structured Solutions, L&H Pricing & Structuring, Quantitative Analytics, Risk Management, Finance, Treasury, and Asset Management to deliver innovative financial solutions that drive business growth and manage risk effectively.

About You:

- You're a curious, analytical thinker with strong technical abilities and a drive to understand underlying patterns in complex data.

- You thrive in collaborative environments where you can apply your quantitative skills to solve real business challenges. You're results-oriented and excited about contributing to business growth through data-driven insights.

We are looking for candidates who meet these requirements:

- Academic background in STEM with hands-on quantitative programming experience, preferably in Quantitative Finance, Statistics, Physics, or Computer Science

- 4+ years of programming and debugging experience in quantitative modelling or analytics (preferably in C, C++, Java, Python)

- Experience with stochastic modelling, preferably of financial market risks and insurance cashflows

The following experience would be particularly valuable:

- Relevant life insurance / reinsurance experience

- Variable Annuities, GMxB or Index-Linked products

- Working knowledge of financial markets and financial mathematics

Additional experience that would be an advantage:

- Data engineering

- Biometric experience studies, preferably using R or Python

- Insurance structuring and pricing

- Liability modelling with actuarial platforms such as Prophet/FIS IRS, AXIS, or MoSes/RAFM

- Actuarial qualification or progress towards it L&H insurance portfolio management

- IFRS 17, IFRS 9 and regulatory frameworks

- Collaboration with Valuation, Treasury, Risk Management, Asset Management

Work Model:

Our company has a hybrid work model where the expectation is that you will be in the office at least three days per week.