Job title: Strats – Quantitative Analyst
Reports to: Head of Strats
Strategists occupy the intersection of finance, markets, maths, computer science, and programming. Working side by side with the firm’s trading, sales, banking and investment management professionals, members of the business unit use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk and identify market opportunities.
Our quantitative analysts focus on the pricing and risk management of pension fund buyout trades, and associated asset strategies. In particular, we are looking for someone to work on a large project, implementing pricing, analysis and risk management systems for Rothesay Life.
In our daily work, we work closely with our traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing measurement and management. We provide a comprehensive set of risk reports and pricing tools for the team, and are an integral part of the risk management of Rothesay Life. In general, we are looking for smart, quantitative, commercial, problem-solving-oriented, “get-things-done” candidates with a proven track record of delivering robust, high performance software and quantitative analyses and with either experience in financial markets or a keen interest to learn about them.
Skills and Experience:
Advanced quantitative skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.)
Demonstrable excellent in applied programming skills - Java, C, C++ or other major language.
Demonstrable, applied expertise in creating and validating pricing and/or risk models for use in a financial services organisation.
Knowledge of financial mathematics and stochastic calculus.
Deep understanding of Fixed Income products and derivatives.
A broad understanding of model risk, bringing new approaches and processes to Rothesay Life.
Expertise programming in C++, Python or Slang.
Knowledge and experience in Athena, Beacon or SecDB.
Technical Skills - Demonstrates strong technical skills required for the role, pays attention to detail, takes initiative to broaden his/her knowledge and demonstrates appropriate analytical skills
Drive and Motivation – Be a self-starter; successfully handles multiple tasks, takes initiative to improve his/her own performance, works intensely towards extremely challenging goals and persists in the face of obstacles or setbacks
Client and Business Focus - Effectively handles difficult requests, builds trusting, long-term relationships with clients and service providers, helps the client to identify/define needs and manages client/business expectations
Teamwork – Demonstrate evidence of being a strong team player, collaborates with others within and across teams, encourages other team members to participate and contribute and acknowledges others' contributions
Communication Skills - Communicates what is relevant and important in a clear and concise manner and shares information/new ideas with others
Judgement and Problem solving - Thinks ahead, anticipates questions, plans for contingencies, finds alternative solutions and identifies clear objectives. Sees the big picture and effectively analyses complex issues
Creativity/Innovation - Looks for new ways to improve current processes and develop creative solutions that are grounded in reality and have practical value
Influencing Outcomes - Presents sound, persuasive rationale for ideas or opinions. Takes a position on issues and influences others' opinions and presents persuasive recommendations