Opportunity for an individual from a strong statistical background to work in a small and rapidly growing team on projects developing an economic scenario generator (ESG). The role focuses on the maintenance and development of the models that underlie the ESG.
The responsibilities cover a broad range of skills with the indvidual expected to have a quantitative knowledge as well as an ability to liaise with clients and other areas of the business. You will be mentoring junior colleagues, researching and suggesting solutions to modelling issues, and working alongside other members of the team to prototype, implement, test and document solutions. Calibration of models, preparation of deliverables and response to client queries will also be an aspect of the daily roles and responsibilities.
The suitable candidate should have:
- A strong understanding of statistics inc. stochastic calculus, time-series analysis and probability theory.
- Knowledge of economic scenario generator and asset modelling.
- Acquainted with statistical computing packages and programming languages (preferred).
