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Description:
Key tasks include:
This is a senior and key new role which reports to the Head of Research and Analytics. It is an interesting, exciting and challenging opportunity for the successful candidate to play a key influential role in the development of innovative pricing techniques. The successful candidate will lead the development and implementation of quantitative models for internal and external use. The Pricing Analyst will have access to an unrivalled database of insurance transactions using a number of sources. The analyst will borrow pricing theory from the options world and the actuarial world to reconcile insurance prices to a structural model which (s)he will develop.
Knowledge and Experience:
Qualifications: Honours degree in maths intensive subject such as engineering, physics, maths or quantitative finance. Ideally educated to Masters or PhD level in these disciplines.
Experience: Experience of constructing numerical models from scratch would be desirable preferably involving fitting PDEs.
Technical Skills:
•Must be comfortable implementing numerical solutions using packages such as Matlab, SPSS, S-Plus etc.
•Familiarity with the challenges of fitting PDE’s to observed data. Must have an understanding of simulation and statistical issues deeper than just a user of risk models.
•Computer Languages : SQL, Matlab, SPSS |
