Sr. Analyst, Investment Quantitative Analysis
Company: RGA Reinsurance Company
Location: Chesterfield
Posted on: March 18, 2023
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Job Description:
Position OverviewThe Senior Analyst, Quantitative Analysis is part
of a team that develops and delivers tools, models, research, and
reporting packages that inform and accelerate portfolio
construction, investment decision making, risk analysis and
monitoring, and performance reporting and attribution. The Senior
Analyst leads/participates in efforts to build and calibrate cash
flow, pricing, and various other risk models across a broad span of
asset types, while focusing on assessing, monitoring, stress
testing and reporting on all components of risk arising for RGA's
investments.Responsibilities
* A bachelor's degree in Mathematics, Actuarial, Finance,
Engineering, Physics, Chemistry, Computer Science, Financial
Engineering, or related field
* 3-7 years of quantitative modelling and development experience
within a financial services firm Preferred:
* Strong understanding of modern financial mathematics (e.g. bond
mathematics, option pricing, hedging, stochastic processes, Monte
Carlo simulation in real and risk neutral environment,
interest-rate modelling) and portfolio construction analytics (e.g.
mean-variance optimization with constraints)
* Understanding of life insurers' portfolio construction
considerations, including but not limited to ALM and asset
allocation frameworks and the use of derivatives with an insurance
focus
* Experience working with BlackRock Aladdin SKILLS AND ABILITIES *
Highly advanced programming and software design skills in at least
one object orientated programming language (Python / MATLAB / C++)
and experience with database technologies (SQL)
* Advanced Excel skills and experience working with Bloomberg
* Strong problem-solving abilities, intellectual curiosity, and
experience understanding and solving complex issues
* Organized and detail oriented. High degree of comfort with large
datasets
* Advanced investigative, analytical, and problem-solving
skills
* Exceptional ability to liaise with individuals across a wide
variety of operational, functional, and technical disciplines. As
well as across business segments and time zones
* Ability to work well in an environment with multiple concurrent
projects, managing project-based workflow within demanding time
frames and adapt quickly to new methods
* Must work well within a team environment and participate in
department/team projectsCompany OverviewReinsurance Group of
America, Incorporated (NYSE: RGA) is one of the largest global
providers of life reinsurance, with offices around the world. RGA
delivers expert solutions in individual life reinsurance,
individual living benefits reinsurance, group reinsurance,
financial solutions, facultative underwriting, and product
development. Our mission is to enhance our clients' prosperity by
supporting their financial and risk management capabilities. State
of Colorado: This information is provided per the Colorado Equal
Pay Act. The pay range for this position in Colorado is $81K-$120K
base per year. Base pay varies depending on job-related knowledge,
skills, experience, and market location. In addition, RGA
compensation includes an annual bonus plan that includes all roles
and maintains a full range of competitive health and life
insurance, retirement, and other employee benefits. #LI-SP1
Job Detail
Reference number
US07437
Date posted
13/10/2022
Closing date
31/12/2099
Location
Chesterfield
Job Functions
Investments
Work Location
Chesterfield MO
Keywords: RGA Reinsurance Company, Chesterfield , Sr. Analyst, Investment Quantitative Analysis, Professions , Chesterfield, Missouri
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