Quantitative Strategist Assets in London

Rothesay is the UK’s largest pensions insurance specialist, purpose-built to protect pension schemes and their members’ pensions. With over £69 billion of assets under management, we secure the pensions of nearly one million people and pay out, on average, approximately £350 million in pension payments each month. Rothesay is dedicated to providing excellence in customer service alongside prudent underwriting, a conservative investment strategy and the careful management of risk.

Responsibilities: Strategists (Strats) occupy the intersection of finance, markets, maths, and programming. In our daily work, we work closely with traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing management. This emphasis on advanced financial mathematics and a highly analytical approach as an integral part of the risk management at Rothesay distinguishes the firm from many of its competitors. We are looking for smart, quantitative, commercial, problem-solving-oriented candidates with the skills to deliver robust, high-performance software and quantitative analyses and with either experience in financial markets or a keen interest to learn about them. The successful candidate will be focused on improving the pricing and risk management of Rothesay’s assets including fixed income bonds, RMBS and other ABS, commercial real estate loans, residential mortgages, and equity release mortgage securitisations, and on the development of models and systems for new asset types.

Skills & Experience Required:

• Advanced quantitative skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.)
• Excellence in applied programming skills - Python, C, C++ or other major languages.
• Experience in creating and validating pricing and/or risk models for use in a financial services organisation.

Preferred:

• Knowledge of financial mathematics and stochastic calculus.
• Experience of risk management or pricing models for securitized products.
• Understanding of Fixed Income products and derivatives.

Inclusion: Rothesay actively promotes diversity and inclusivity. We know that our success depends on our people and that by nurturing a culture that values difference, we create a stronger, more dynamic business. We welcome applications from all qualified candidates, regardless of race, colour, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability or age.