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ILS Portfolio Analyst (Investor Relations / Report

Date Posted
11th June 2019
Banking/Finance, General Insurance, Investment, IT
Job Type
£45,000 - £55,000 + 20-30% bonus
£45,000 to £55,000 Per Annum

Job Description Apply: ILS Portfolio Analyst (Investor Relations / Report

Our client is a hedge fund / asset manager covering alternative classes (insurance linked securities) and are one of the Top 5 asset managers for this class, with > $5bn AUM. They invest in a variety of insurance linked securities, including catastrophe bonds, privately collateralised insurance and reinsurance contracts and life settlement trades. They are looking to recruit a portfolio analyst to report to one of the two CIOs. The role will work very closely with investor relations.

The initial remit (first 2 years) will be on automating as many of their current reporting processes as possible. This is because the portfolio team has to calculate the valye of each investment across a number of portfolios and form a view of risk in the future 1 year period for each portfolio. The process involves updating the portfolios each month to reflect new positions/investments and running the in-house aggregation (projection) tools to produce a series of analytical reports.

Each month the output of the portfolio projection process must be communicated to senior management and to clients via monthly newsletters and other detailed bespoke reports. The candidate will be responsible for the creation of these documents and for servicing ad-hoc portfolio related analytical requests from investors / senior management.

Candidate Profile:

- Strong numerical degree from a reputable university

- Excellent IT skills: portfolio aggregation requires knowledge of VBA, R and T-SQL initially and strong

- Excel ability is essential. Proficiency in F#, C#, CUDA C and Windows Forms would be preferred.

- Analytical experience in the (re)insurance industry, or insurance capital markets / investment banking (ie if you work in life insurance you’re welcome to apply)

- Knowledge of catastrophe modelling would be advantageous but is not essential

- Ability to work efficiently under pressure delivering accurate results to strict deadlines.

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