Quant Analyst Modelling

Overview

In this role you will develop quantitative models and backtesting tools to support parametric insurance for large construction projects. You’ll work closely with technical and commercial teams to define pricing strategies and ensure data quality for testing insurance strategies. You’ll have autonomy to build new tools and explore innovative approaches in a fast-paced, high-impact environment. This role combines advanced modeling with collaboration to shape risk solutions at scale.

Pay / Benefits

• remote role

Responsibilities

• ensure dataset quality for testing insurance strategies
• create and maintain parametric backtesters, strategy description languages, and pricing models
• develop tools relevant to insurance product development
• collaborate with the commercial team to define free parameters of contracts
• work with insurer and reinsurer teams on packaging insurance portfolios
• report to the Science Director and collaborate with diverse technical teams
• operate with a high degree of autonomy in exploring new methods

Key requirements

• strong mathematical and statistical skills
• deep understanding of forecasting
• PhD-level (or equivalent) in a technical discipline
• understanding of pricing strategies
• understanding of backtesting strategies and performance measurement
• specialised knowledge of insurance and/or options pricing or financial services
• knowledge of extreme statistics
• proficiency in Python and data science libraries (pandas, numpy, seaborn, matplotlib, scipy)

• autonomy and self-direction
• cross-functional collaboration
• strategic thinking and problem-solving
• Python
• pandas
• numpy

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