Associate, Insurance Quantitative Strategist

Tasks

• Contribute to analytical platform framework inputs and optimization methodologies
• Design strategic asset allocation portfolios
• Develop insurance modelling systems knowledge
• Maintain relationships with investment and analytics partners
• Manage capital optimization tradeoffs
• Monitor regulatory accounting and capital framework implications
• Perform ALM exercises

Perks/Benefits

• Flexible time off
• Healthcare
• Hybrid work model
• Leave benefits
• Retirement benefits
• Support for working parents
• Tuition reimbursement

Skills/Tech-stack

ALM | Asset Liability Modelling | Asset allocation | Capital management | Hedging | Interest Rate | Interest Rate Modelling | Liability modelling | Liquidity Management | Monte Carlo | Monte Carlo Simulation | Option pricing | Portfolio Optimization | Python | Rate modelling | Regulatory Compliance | Stochastic Processes | Strategic asset allocation | VBA