Job Description
My client is looking to appoint a Quantitative Investment Modelling Specialist to work across investment product design, valuation, and risk modelling within a highly specialised quantitative team.
Responsibilities
Contribute to the design of investment and retirement product solutions by applying quantitative modelling. techniques to structure analysis and decision support.
Develop and enhance pricing, valuation, and risk models used to assess product features and portfolio exposures
Perform scenario analysis and Monte Carlo simulation to evaluate how products behave under different market conditions, including stress and tail events.
Translate product requirements into quantitative model specifications and ensure assumptions are clearly defined and testable.
Analyse model outputs to identify sensitivities, key risk drivers, and performance characteristics across different economic environments.
Work closely with investmen...