Quantitative Insurance Solutions Analyst

Our requirements

• A Master’s Degree in a quantitative field such as Mathematical Finance or similar, in addition to 3-5 years of related work experience.
• Working knowledge and experience analyzing fixed income instruments with an emphasis on RMBS, CMBS, ABS, and CLO, through work as a quantitative analyst.
• Strong empirical, analytic and technical skills.
• Strong teamwork skills.
• Experience with third party analytic and risk systems such as Yield Book, POINT, Bloomberg PORT, etc.
• Demonstrated technical acumen with MS Excel/VBA, SQL, SAS, Python, R, or other software applications/languages.
• Strong verbal and written communication skills.

Your responsibilities

• Utilize quantitative analyses including optimization, simulation, and other proprietary tools and models to contribute to asset allocation studies, and portfolio construction/hedging processes.
• Deep dive into issues for effective resolution.
• Develop and improve the team’s production engine that runs standard and customized processes and reports for client accounts and model portfolios.
• Perform simulations and optimizations to support our existing and prospective clients with their needs
• Follow up with data owners, developers, and modelers to resolve issues in a timely fashion.
• Identify opportunities to enhance the accuracy, efficiency and scalability of analyses and participate in the implementation of automated solutions.
• Analyze the trade-offs between proprietary solutions and off-the-shelf available models, including cost effectiveness and best risk factor structure for the Firm’s Client Solutions Toolkit, and advise senior management of the best path to follow to better service our clients.
• Analyze, specify and test enhancements to data, models and processes to drive continuous improvement.
• Develop customized analytical tools to perform quantitative analyses based on the needs of clients and prospective clients.
• Work closely with other divisions of the Firm including client service, portfolio management, and risk management to accurately disseminate and explain analyses to acquire, inform, and retain clients.
• Interface with several of the firm’s major proprietary and vendor related systems and applications.

About the department

Benefits

• private medical care
• life insurance
• corporate gym
• saving & investment scheme
• corporate library
• no dress code
• video games at work
• coffee / tea
• parking space for employees
• leisure zone
• kindergarten / nursery
• employee referral program
• opportunity to obtain permits and licenses
• charity initiatives
• onsite canteen, discounted prices
• multisport program or multisport cafeteria
• interest groups and events
• rich learning resources and workshops
• Employee Assistance Program

Franklin Templeton Investments Poland Sp. z o.o.