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 complex transactions, ranging from pension fund buyout trades to exotic assets and derivatives. We are looking for some who can work on a large project, develop cutting edge analytics, and implement production quality pricing, analysis and risk management systems.
In their daily work, Strats work closely with our traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing measurement and management. This emphasis on advanced financial mathematics and a highly analytical approach as an integral part of the risk management of the firm distinguishes Rothesay Life from many of its competitors. In general, we are looking for smart, quantitative, commercial, problem-solving-oriented, “get-things-done” candidates with the skills to deliver 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.)
= Excellence in applied programming skills - Python, C, C++ or other major languages.
= Knowledge of financial mathematics and stochastic calculus.
= Understanding of Fixed Income products and derivatives.
= Experience in creating and validating pricing and/or risk models for use in a financial services organisation
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
If you would like to understand how we will process your data should you apply to Rothesay Life, information can be found here: https://www.rothesaylife.com/media/1324/april-2019-ja-pn.pdf