My client is an Asset Management arm for an Insurance company
We are looking for a Manager / Senior Manager for Investment Quantitative Analyst to join the team and assist in building out the Middle Office Analytic function. This role is a contract role, initial contract of 1 year, highly extendable.
Roles:
- Conduct comprehensive ex-ante and ex-post performance analyses to identify key drivers of returns.
- Develop robust attribution models to dissect performance impacts related to asset allocation, security selection, and timing factors.
- Design and refine SAA and TAA measurement framework to guide long-term strategic decisions and short-term tactical adjustments.
- Evaluate and monitor asset allocation frameworks under various market scenarios, ensuring alignment with investment objectives and risk tolerances
- Perform quantitative risk analysis to assess market, credit, liquidity, and other risk factors affecting the portfolio.
- Develop both ex-ante risk models to forecast future exposures and ex-post evaluations to understand historical risk impacts.
- Collaborate closely with risk management teams to integrate risk insights into portfolio construction and rebalancing strategies
Requirements:
- 8+ years of experience as an Investment Quantitative Analyst
- Experienced in working within the insurance industry, specifically working with general account assets
- Experienced in performance & attribution, SAA & TAA measurement and Risk management
- Excellent communication skills and stakeholder management skills
