Job Overview
Apply now Senior Quantitative Engineer This team is responsible for financial reporting & financial analysis across the Group and the provision of risk solutions including asset data, analytics libraries, risk measurement and MI covering both external regulatory (SII, IFRS) needs and those of other internal reporting metrics (e.g. Economic Capital, ALM and Portfolio Credit Risk) The Snr Quant Engineer within Risk Analytics has strong asset modelling, quantitative and risk management knowledge gained within the insurance industry or other financial services organisations, covering the liability and asset modelling techniques required to support both regulatory and other typical financial reporting related metrics employed The role assists in the delivery of the Risk Analytics portfolio of change by supporting the management, design, delivery and implementation of the changes, using his awareness of both the business needs and the Risk Analytics processes and systems to design appropriate solutions. Principal Accountabilities: Determine the root cause of any differences in asset cash-flows generated from various systems, incl AlgoOne and their potential impact on key reporting metrics (eg SII SCR, ALM, MA)Make recommendations as to the changes that should be made to AlgoOne or the other systems or bothAssist the IT team in correcting any AlgoOne defects identified via this analysis, this typically requiring expert use of Excel, VBA, Python and C++Work in a team environment and serve as technical/data subject matter expert for projectsIdentify and map critical data elements, sources and processes for client, service, product and institutional dataEvaluate and implement data quality controls, and develop and document procedures for reliable and repeatable data collection and usageHelp to ensure that the data governance standards are adhered to maintain and support data integrityHelp to ensure that initiatives are adhered to including storage of artifacts, traceability, version control and change control Qualifications: Bachelor's degree in Computer Science, Actuarial Science, Finance, Math, Economics or related discipline Knowledge: Experience of AlgoOne tools - especially RiskWatch and/or Risk FrontierStrong data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will modify the valuationKnowledge of a wide range of asset classes covering Credit Fixed Income, Rates and Interest Rate Fixed Income, ABS, Equities, PropertyExperience and understanding of economic capital calculation in a Solvency II contextProven ability to address and use initiative to deliver solutions to technical and business problemsExperience in a life-insurance environment with annuities background or related industry Skills: Strong mathematical and quantitative skillsStrong analysis and problem-solving skillsStrong oral and written communication skillsExtensive experience of Microsoft Excel, including VBAExtensive experience of Python, C++ coding languagesHands on use of unix commands / file system and shell scripting If you wish to apply for the above position, please call me on or email on martin.boulton @ pontoonsolutions.com Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.