Quantitative Analyst ClearLife Limited

Opportunity:

To join ClearLife as a quantitative analyst. The role involves developing and implementing quantitative pricing models.

Candidate:

Mathematics/Statistics/Actuarial Science/Related degree;
Knowledge of or interest in learning quantitative finance, data science and related areas;
Ability to write mathematical code;
Ability to communicate effectively, write reports, present ideas

Areas of Work:

Pricing and quantitative analysis of financial securities (e.g. life insurance policies, mortgages);
Client consultancy (portfolio pricing, analysis);
Following the state-of-the-art in the markets in which ClearLife operates, including both academic research and current practice;
Create written research output for external distribution;
Analysis of market data with a view to improving our products and reporting data internally and to clients.

Tools:

Examples of selected project work. Not in order of priority:

Lifetime Mortgages /Equity Release (LM):

NNEG option pricing.
Analysis of the impact of various approaches including ARMA/EGARCH model, back-testing of a machine learning approach on existing portfolios;
Risk factors analysis on LM portfolios;
UK house price data analysis.

Non product-specific:

Create “Product library” for both LS and LM;
Risk factor analysis: generally, what risks should clients be focusing on in their portfolios.