Quant Analyst - Insurance

  • Market Rate
  • Londres, Angleterre, Royaume-Uni Londres Angleterre GB
  • CDI, Plein-temps
  • The Emerald Group
  • 09 juil. 18 2018-07-09

My client is a start up company whose goal is the consolidation of the European life insurance market.


  • Focus on development of flexible company valuation models
  • Take part in the deal evaluation
  • Analyse life insurance liabilities (products)
  • Assess and quantify high level risks associated with asset/liability interaction and biometric/behavioural risks
  • Asset side analysis (primarily fixed income instruments and derivatives)
  • Put together all the relevant market and company data and build simple valuation models for the deal
  • Keep up to date with the evolving insurance regulation and its application to the company business.

Required knowledge

  • Bachelor’s degree or higher in a quantitative subject (e.g. actuarial, mathematics, econometrics).
  • Ideally 2-5 years' experience in life/actuarial firm focus on valuation, FIG investment banking or private equity experience, insurance structuring in asset management
  • High level understanding of Solvency II rules (focus on Pillar I capital and market value balance sheet)
  • Understanding of fixed income asset instruments and derivatives (today and over time dynamics)
  • Understanding of insurance products and market consistent valuation practices
  • Knowledge of the way life insurance actuarial models work
  • Experience of building and maintaining financial models
  • Programming skills (Matlab, Python, R or life actuarial platforms), Excel
  • FRS accounting knowledge would be beneficial

Soft skills

  • Ambitious, energetic, proactive, result driven, detail oriented team player while being able to work independently
  • Ability to distil, prioritise and present key messages
  • Ability to work well under pressure and tight deadlines
  • Willingness to be flexible depending on the requirements of the work
  • Combining strong quantitative knowledge with common sense intuition/business sense, finds creative and pragmatic solutions to complex problems