full-time
Quantitative Developer
Hanover
- Employer
- Hanover
- Location
- London
- Working pattern
- on-site
About the role
Design computational models for reinsurance layers and derive discounted cashflow curves for business patterns. Review risk measures, portfolio optimization algorithms, and Azure infrastructure as code for capital platforms. Requires a postgraduate degree in mathematics, physics, or engineering with strong mathematical capabilities. Experience in quant finance or reinsurance is ideal, though a top-notch PhD is also considered.