We are working with a growing insurance company that is looking for a Quantitative Engineer to join its Analytics team and support the development of its technology and analytics capabilities across a range of complex reinsurance structures and concepts.
The role will involve helping to build a technology platform for the reinsurance and ILS market, bringing underwriting, pricing, actuarial modelling and portfolio analysis together within one framework.
No prior insurance experience is required. You must have a strong mathematical, technical and analytical mindset, alongside a genuine interest in the insurance industry.
Key Requirements
- PhD in Mathematics or another highly quantitative discipline.
- Some programming experience gained through a degree, personal projects, or similar experience.
- Ability to work closely with various stakeholders, apply structured reasoning, and build effective working relationships.
- Intellectually curious, with the ability to learn new tools and technologies, including AI.
Exceptional Master’s candidates may also be considered if they are:
- Studying Part III Mathematics at the University of Cambridge; or
- Among the top-performing students in their cohort on a Master’s degree in a highly quantitative discipline.
Must have full right to work in the UK without restriction and be able to start as soon as possible.
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Quantitative Engineer in London employer: Bolton Associates
Bolton Associates is an exceptional employer that offers a dynamic work environment where your contributions directly impact global pricing strategies. With a strong focus on employee growth, you will have the opportunity to collaborate with senior stakeholders and influence key methodologies, all while being supported by a culture that values communication and proactive engagement. Located in a vibrant area, we provide a unique chance to shape the future of Short-Tail pricing in a role that is both meaningful and rewarding.
