Individuals from a Life or Pensions Actuarial background can be considered.

The candidate will be responsible for implementation and advisory projects, client training and direct client engagement. The role is responsible for producing bespoke calibrations and scenario sets, software configurations, client on-boarding and general quantitative support. In addition, the role includes working with our sales team to advocate for our quantitative modelling expertise and capabilities.

Experience / Qualifications Required:

• Degree in highly quantitative subject (financial mathematics, mathematics, physics, etc.)
• PhD in quantitative field is highly beneficial
• Understanding of financial mathematics e.g. derivative pricing, interest-rate modelling, econometrics, stochastic processes, Monte-Carlo simulation, etc.
• Excellent interpersonal skills, including the ability to communicate with teams from different backgrounds and at all levels.
• Excellent communication skills, both verbal and written, including the ability to communicate with people from different backgrounds and at all levels
• Open to using new methodologies
• Dedicated to customer focus

To hear more about this opportunity please reach on 0203 861 9124 or forward your CV to charlotte.walker@oliverjames.com