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. #J-18808-Ljbffr
Quantitative Engineer 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.
