Quantitative Strategist Assets

About the Company

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.

Responsibilities

• Work at the intersection of finance, markets, maths, and programming
• Partner closely with traders and structuring teams to analyse trades and asset origination opportunities
• Improve pricing and risk management for assets including fixed income bonds, RMBS, ABS, commercial real estate loans, and residential mortgages
• Develop models and systems for new asset types
• Deliver robust, high-performance software and quantitative analyses

Requirements

• Advanced quantitative skills (degree in maths, physics, computer science, or engineering)
• Excellence in applied programming skills in Python, C, C++, or other major languages
• Experience creating and validating pricing and/or risk models for financial services

Preferred Qualifications

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