Quantitative Investment Analyst (Asset Management) Guardar We are looking for a Quantitative Investment Analyst for an International Asset Management Company located in Madrid.Functions:Responsible for the methods and development of tools used for Strategic Asset Allocation that include typical requirements and constraints of an insurer, like economic value generation, risk capital such as SST and Solvency II, liquidity, ESG, accounting and other aspectsFurther develop Asset Liability Management- and SAA-models to optimise group asset allocations and investment capital allocation while considering local legal entity considerations and constraintsALM is an important area for Helvetia and QMA. Hence, ALM experience would be welcome. For candidates not proficient in ALM we would expect willingness to familiarise themselves with ALM.Develop new investment strategies for Tactical Asset Allocation, build quantitative models to cull investment opportunities. Typical steps include: develop models based on academic research, build prototypes in R / Python, backtesting, simulation, stress-testing, presentation of results, bring the production-ready tool on the Helvetia cloud platform, connect to databasesSuggest improvements to our liability representation, e.g., to describe mismatches between assets and liabilities and ways to mitigateActively liaise with internal colleagues across the Asset Management and Helvetia organisation to enhance the value generation of our activities and services to our clientsRequirements:Master's or PhD in maths, physics, engineering, econometrics, finance or similar with quantitative focus.4 or more years of professional experienceCFA, FRM, CQF or similar and/or interest in working towards such.Essential are coding skills in R, Python, VBA and/or other coding languages.Experience in optimising / documenting / organising software and/or software governance frameworks.Experience / practical knowledge with / interest in applying quantitative models / Machine Learning methods to Finance. Examples are systematic trading strategies, risk models, stress tests, asset allocation, time series analysis, simulation, derivatives.Experience with information systems like Bloomberg, FactSet, Refinitiv etc.Entrepreneurial spirit, eagerness to learn and to contribute to shape a modern company.Very good command of written and verbal English.Communication skills, for example, when presenting results to stakeholders and maintaining relationships with colleagues Sector: Banca Tipo de contrato: Permanente Especialización: Banca y Seguros Área: Mercado de Capitales Sector: Banca Banda salarial: Negotiable Tipo de trabajo: Híbrido Nivel de experiencia: Mando intermedio Ubicación: Madrid FULL_TIME Referencia: 2218352/001 Fecha de publicación: 18 de septiembre de 2024 Consultor/a: Lucia Cuadrupani madrid banking-financial-services/capital-markets 2024-09-18 2024-11-17 banking Madrid ES Robert Walters https://www.robertwalters.es https://www.robertwalters.es/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png true
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