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Quantitative Capital Analyst

Ref: 913997

  • Competitive
  • 13 Jan 2020
  • Dublin (Central)
  • Perm



My client is a global leading provider of reinsurance and insurance. A career with my client offers the chance to be in the forefront of risk management and capital modelling. Their team shares a passion for rapid innovation, creativity and a strong belief in the entrepreneurial culture which is a cornerstone of their competitive advantage. My client is committed to attracting and developing the very best people who are dedicated to providing exceptional service.

My client is looking to recruit a self-motivated and creative Quantitative Analyst. Based in their Dublin office, this position is a challenging one. The successful candidate will be working closely with their underwriting, reserving and risk analysis teams in Dublin & London on the execution, analysis and enhancement of their internal capital models. The successful person will be required to develop an understanding of the risk management domain, the broad spectrum of regulatory reporting requirements and to build significant expertise in aspects of capital modelling. This is an excellent opportunity for a flexible individual with an energetic and enthusiastic approach who wishes to work in a fast-paced and rapidly changing business environment.

Responsibilities
Including but not limited to:
• Ensure the correct parameterisation & execution of risk capital models, and diagnose & work with relevant stakeholders to ensure a timely resolution of any issues in the modelling. • Improve efficiency and stability of the model framework. • Implement new features and enhancements in the internal model as and when they become required. • Assist the validation team through provision of timely and accurate data. • Build new and execute existing portfolio optimisation tools. • Assist in the evaluation of hedging opportunities within the internal model. • Work with stakeholders in the risk group to on current and new reporting and model testing requirements, and tune model parameters and develop reports to meet these requirements.
The successful candidate will have:
• A strong maths background (a degree in a mathematical discipline, or previous experience in a quantitative analysis role). • Strong proficiency in Excel & SQL. Experience in VBA would be beneficial. • A high level of proficiency in numerical computing. Programming experience in Python is desirable, although strong relevant experience in other languages would be considered. • General problem solving mentality, with the ability to pick up new technologies and approaches to modelling. • Strong written & verbal communication skills, with the ability to collaborate with different teams on solutions to a variety of different analysis & data related problems. This is an excellent opportunity for a flexible individual who is a self-starter with the ability to be productive under pressure. This is a fast-paced and rapidly changing business environment which requires an individual with an energetic and enthusiastic approach, along with maturity, self-confidence and self-motivation. If you are interested in this Quantitative Analyst role, then call John Howe on +353 1 6621000 or email j.howe@brightwater.ie to arrange a call.