Senior Quantitative Analyst
Core
Develop and implement quantitative models for liability valuation, risk measurement, insurance product pricing, and economic scenario generation across multiple asset classes.
Role type
Senior IC quantitative analyst (financial risk)
Builds
Quantitative models, calibration tools, and risk reporting capabilities
Domain
Insurance / Financial Risk / Quantitative Finance
Deliverable
production ML models
Required skills
Stochastic modelling, Python, SQL, Excel, VBA, Financial instrument knowledge, Risk management principles
Preferred skills
Academic literature engagement, Workshop participation, Cross-functional collaboration
Technologies
Python, SQL, Excel, VBA
Responsibilities
Develop economic scenarios for asset classes, Innovate calibration methodologies, Maintain model documentation for audits, Champion continuous improvement initiatives, Collaborate on ad-hoc projects with business partners, Engage with academic literature and industry conferences
Seniority
Senior, hands-on IC