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For Companies At a Glance
- Tasks: Enhance ALM models and collaborate with investment teams to optimise decision-making.
- Company: Leading UK insurer focused on secure retirement incomes and disciplined risk management.
- Benefits: Competitive salary, professional development, and a purpose-driven work environment.
- Other info: Opportunity for career growth and deep technical expertise in a collaborative culture.
- Why this job: Join a dynamic team tackling complex investment challenges in a meaningful insurance setting.
- Qualifications: Strong quantitative background and experience in ALM, derivatives, and programming.
The predicted salary is between 60000 - 80000 ÂŁ per year.
A leading UK insurer is recruiting a Quant Strategist to join its ALM Securities & Derivatives function, sitting at the core of the firm’s investment and balance‑sheet management capability. We’re looking for a quantitatively strong investment professional with experience in asset‑liability management, derivatives and balance‑sheet modelling, who is motivated by complex insurance investment problems and the challenge of translating sophisticated models into practical decision‑making tools.
Do you enjoy building and enhancing ALM models, analysing Solvency II balance‑sheet impacts, and partnering closely with investment teams to support better hedging and portfolio decisions? Are you looking for a role that combines deep technical modelling, platform development and close collaboration with front‑office investors, within a purpose‑driven insurance environment? If so, this could be a strong fit.
The Organisation
Our client provides secure retirement incomes through disciplined risk management and excellence in asset and liability management. Its purpose is to pay the pensions of current and future policyholders, supported by a culture built around resilience, adaptability and long‑term commitment. The ALM Securities & Derivatives function sits at the heart of the business, optimising the interaction between assets and liabilities in line with the firm’s risk appetite. The Quant Strategist team works closely with Investment, Actuarial, Risk and Technology teams to develop the analytical frameworks, hedging tools and portfolio optimisation capabilities that underpin investment decisions.
In this role, you will:
- Maintain and enhance the ALM quantitative platform, ensuring models, libraries and analytics remain accurate, robust and well‑documented.
- Design and deliver new modelling features and analytical capabilities aligned to investment initiatives, regulatory requirements and business needs.
- Develop model components for handover into production, working closely with Technology to ensure clean code, clear specifications and appropriate testing.
- Support BAU ALM analytics, including running models, troubleshooting issues and explaining results to internal stakeholders.
- Analyse and approximate Solvency II balance‑sheet impacts under different market and portfolio scenarios.
- Collaborate with Investment, ALM, Actuarial and Risk teams to refine assumptions, validate outputs and ensure consistency across frameworks.
- Contribute to the continuous improvement of model governance, coding standards, documentation and version control.
- Undertake research to enhance modelling methodologies, improving efficiency and analytical insight.
- Develop deep technical expertise in key ALM modules, progressing towards subject‑matter expertise over time.
Who we’re looking for:
- Strong academic background in a quantitative discipline (mathematics, physics, engineering, actuarial science, financial engineering).
- Experience contributing to ALM, investment, actuarial or risk models, including development, calibration or platform enhancement.
- Solid understanding of: Asset‑liability management and LDI principles, Scenario generation, term‑structure modelling and cash‑flow projection techniques, Model governance and validation within a regulated environment.
- Programming experience in Python, MATLAB or similar, with the ability to write clear, maintainable and well‑tested code.
- Experience working with SQL or large financial datasets for data validation and analytical integration.
- Comfortable explaining technical results to non‑technical stakeholders and translating analytics into practical investment insight.
- Professional qualifications (CFA, FIA, CQF, PhD) are advantageous but not essential.
Quantitative Strategist in London employer: IGA Talent Solutions
Contact Detail:
IGA Talent Solutions Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Strategist in London
✨Network Like a Pro
Get out there and connect with people in the industry! Attend events, join online forums, and don’t be shy about reaching out on LinkedIn. We all know that sometimes it’s not just what you know, but who you know that can help you land that dream job.
✨Show Off Your Skills
When you get the chance to chat with potential employers, make sure to highlight your quantitative skills and experience with ALM models. We want to see how you can translate complex concepts into practical solutions, so come prepared with examples of your work!
✨Practice Makes Perfect
Before any interviews, practice answering common questions related to asset-liability management and derivatives. We recommend doing mock interviews with friends or using online resources to refine your responses. The more comfortable you are, the better you’ll perform!
✨Apply Through Our Website
Don’t forget to check out our website for the latest job openings! Applying directly through us not only shows your interest but also gives you a better chance of being noticed. We’re excited to see your application and hopefully welcome you aboard!
We think you need these skills to ace Quantitative Strategist in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV reflects the skills and experiences that match the Quantitative Strategist role. Highlight your background in asset-liability management and any relevant programming experience, as this will show us you’re a great fit for the position.
Craft a Compelling Cover Letter: Use your cover letter to tell us why you're passionate about the role and how your expertise aligns with our needs. Share specific examples of your work with ALM models or derivatives to give us a taste of what you can bring to the team.
Showcase Your Technical Skills: Don’t shy away from detailing your programming skills, especially in Python or MATLAB. We want to see how you’ve used these tools in past projects, so include any relevant coding experiences that demonstrate your ability to develop and enhance analytical frameworks.
Apply Through Our Website: We encourage you to apply directly through our website. This way, you’ll ensure your application reaches us promptly and you’ll have access to all the latest updates about the role and our company culture.
How to prepare for a job interview at IGA Talent Solutions
✨Know Your Numbers
Brush up on your quantitative skills and be ready to discuss specific models you've worked on. Be prepared to explain how you’ve applied asset-liability management principles in real-world scenarios, as this will show your practical understanding of the role.
✨Speak Their Language
Familiarise yourself with key terms and concepts related to Solvency II, LDI principles, and model governance. Use this jargon appropriately during the interview to demonstrate your expertise and comfort with the subject matter.
✨Showcase Your Collaboration Skills
Since the role involves working closely with various teams, think of examples where you successfully collaborated with investment, actuarial, or risk teams. Highlight how you communicated complex technical results to non-technical stakeholders, as this is crucial for the position.
✨Prepare for Technical Questions
Expect to face technical questions that test your programming skills in Python or MATLAB. Brush up on writing clean, maintainable code and be ready to discuss your experience with SQL and large datasets, as these are essential for the role.