Opportunity for a Quantitative Analyst from an insurance or investment background to work in the modelling team of a global leading consultancy on projects developing an economic scenario generator (ESG). The role focuses on maintaining and development of the models that underlie the ESG.
The responsibilities will include mentoring more junior colleagues, to research and suggest solutions to modelling issues, and work alongside other members of the team to prototype, implement, test and document the solution. You will also be expected to calibrate models regularly, prepare deliverables and respond to client queries.
The suitable candidate should have:
- Quantitative degree - (Mathematics/Economics).
- 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 (Matlab, C#, python)
If one of the roles is of interest to you, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Agency in relation to this vacancy.
