Quantitative Analyst

Job description

JOB DESCRIPTION

Summary of Role

As a Quantitative Analyst you will work in a small team on projects calibrating and developing the risk neutral economic scenario generator (ESG). 

The economic and asset modelling team operates globally and provides investment analytics, valuation and consultancy to clients spanning the international insurance, pension, endowment and private / sovereign wealth sectors. Our macroeconomic and asset models underlie risk and investment management advice provided to clients with over $4trn of asset exposure across a diverse range of products.

The Role

To excel in this role, you need to be comfortable with working on multiple tasks in a team environment, but also able to structure your work independently and deliver concise results.

This is a varied role that requires strong technical skills as well as good communication and teamwork.

Responsibilities 

·  Research into financial models.
·  Maintaining and developing software tools.
·  Calibrating and running our models. 
·  Educating clients and colleagues on risk modelling and quantitative analytics.

The Requirements

·  Advanced degree in a quantitative subject (eg Mathematics, Physics, Finance): MSc required, PhD preferred (or equivalents)
·  Basic knowledge of statistics and probability theory. Some knowledge of time-series analysis and stochastic calculus would be an advantage.
·  Understanding of the principles of risk-neutral valuation and Monte Carlo simulation would also be an advantage.
·  Familiarity with statistical computing packages (Matlab preferred) and programming languages (C# preferred). 
·  Team player comfortable in a professional services environment 
·  Enquiring and analytically minded with a logical and thorough work ethic
·  Ability to work on smaller projects with minimal supervision

The Company  
Willis Towers Watson is a leading global advisory, broking and solutions company that helps clients around the world turn risk into a path for growth. With roots dating to 1828, Willis Towers Watson has 40,000 employees serving more than 140 countries. We design and deliver solutions that manage risk, optimize benefits, cultivate talent, and expand the power of capital to protect and strengthen institutions and individuals. Our unique perspective allows us to see the critical intersections between talent, assets and ideas – the dynamic formula that drives business performance. Together, we unlock potential. Learn more at willistowerswatson.com.

Willis Towers Watson is an equal opportunity employer

Willis Towers Watson believes that effectively managing a diverse workforce is vital to our business strategy. We have an obligation to our organization, ourselves and our clients to hire and develop the best people we can find. We will continually review our policies and practices to ensure that all areas of the employment process (including recruiting, hiring, work assignments, compensation, benefits, promotions, transfers, company-sponsored development programs and overall workplace experience) are free from discriminatory practices. We are committed to equal employment opportunities at Willis Towers Watson.

Unsolicited Contact: Any unsolicited resumes/candidate profiles submitted through our web site or to personal e-mail accounts of employees of Willis Towers Watson are considered property of Willis Towers Watson and are not subject to payment of agency fees. In order to be an authorized Recruitment Agency/Search Firm for Willis Towers Watson, any such agency must have an existing formal written agreement signed by an authorized Willis Towers Watson recruiter and an active working relationship with the organization. Resumes must be submitted according to our candidate submission process, which includes being actively engaged on the particular search. Likewise, for our authorized Recruitment Agencies/Search Firms, if the candidate submission process is not followed, no agency fees will be paid by Willis Towers Watson. Willis Towers Watson is an equal opportunity employer.