Duties: Producing high quality regular investment performance analysis and reports; Assisting with the review and implementation of investment options; Using mathematical models to project and compare investment outcomes for different investment strategies; Using mathematical models to project maximum losses; Assisting in the delivery of other non regular reporting and investment consultancy services to clients; Representing BWCI professionally and effectively with clients and investment managers; Checking work of other team members; Providing input into investment related projects and processes including development of mathematical models
Requirements: Maths at A Level (A - B Grade) is essential, English minimum C grade at GCSE; Maths or science based degree is desirable; Good knowledge of Microsoft Office, specifically Word and Excel; If suitable progress is made the successful candidate will be supported through Institute and Faculty of Actuaries exams; Previous experience in a financial services office environment will be an advantage to applicants; Knowledge and experience of visual basic or similar would be advantagous

Workload: 100%
Duties: Durchsetzung der vom UNO-Sicherheitsrat verabschiedeten Resolutionen überwachen; Verstösse gegen die Resolutionen der UNO beobachten und rapportieren; Gespräche mit der lokalen Bevölkerung und Behörden führen sowie Patrouillentätigkeiten im Einsatzgebiet ausführen; Truppenbeschränkungen sowie Waffen und Munition im Einsatzgebiet auf Grundlage des Missions-Mandates kontrollieren; Einhaltung der Grundlagen zum Schutz der Zivilbevölkerung und des UNO-Personals durch Verhandlungen und Gespräche kontrollieren
Requirements: Abgeschlossene Berufslehre oder Studium, praktische Veranlagung und einwandfreier Leumund; Militärischer Grad der Schweizer Armee als Oberleutnant, Hauptmann, Major oder Oberstleutnant; Psychische und physische Belastbarkeit; hohe Bereitschaft, sich im internationalen Umfeld für mehrere Monate als unparteiischer Militärbeobachter für die UNO einzusetzen; Fähigkeit, persönliche Interessen in den Hintergrund zu stellen; Ziviler Fahrausweis (Kat. B1); Sehr gute Englischkenntnisse, Französischkenntnisse sind von Vorteil

Duties: Here you will find companies/institutions offering quantitative consulting (Mathematics, Statistics, Actuarial consulting, Data Mining, Econometrics, Operations Research, Bioinformatics & more). Please contact these companies directly
Requirements: Currently, we list the following companies: acad.jobs AG, AICOS Technologies AG, Alma | Life, Health and Pension AG, Actuarial and Risk Consulting Stoll GmbH, AT Analytics AG, Basycon Unternehmensberatung GmbH, Consult AG Statistical Services, Institut für Datenanalyse und Prozessdesign (Zürcher Hochschule für Angewandte Wissenschaften), Intuitive Collaboration AG, Keller Experten AG, Kellex AG, Libera AG, Systemorph AG

Duties: Developing and enhance capital modelling capabilities for the Lloyd’s syndicate, SIEL and SEIL, which may involve enhancing parts of existing models for entities, and building/consolidating reports from the models for various uses; Preparing Solvency Capital Requirement (SCR) submissions for Lloyd’s (the Lloyd’s Capital Return) for the syndicate, and supporting other entity model development as required. Communicating results and providing analysis of change to the Head of Capital and Chief Actuary; Supporting annual and ad-hoc parameterisation of capital models. This will involve investigating new methods and seeking new data sources to continually improve the process; Preparing capital metrics and output to aid business planning and management decision making. Communicating these to underwriters to ensure their understanding of key results
Requirements: Qualified/Nearly qualified with Institute & Faculty of Actuaries or equivalent; Strong relevant/technical experience; Reserving principles; Lloyd’s capital setting processes; Solvency II principles, EU directives in relation to Solvency II and capital adequacy

Duties: The primary responsibility of this role is to increase the systems and data capabilities of the Actuarial team through leading key projects that will arise over time as the needs of the business and actuarial team change. The Development Actuary will also be a key interface between the Actuarial team and IT teams, ensuring that the needs of the team are prioritized and brought to completion. This is a role with dual reporting lines into the Head of Pricing and Head of Reserving, so candidate must be highly skilled in managing multiple stakeholders and progressing multiple projects concurrently
Requirements: Qualified actuary or equivalent; Pricing or Reserving experience; General Insurance background, London market experience preferred but not required; Project work experience; Process improvement experience

Duties: Be responsible for ensuring the quality and timeliness of the delivery of insurance consultancy services. (Clients comprise a wide range including life insurance, life reinsurance, general insurance, captive other projects. Clients are based in Guernsey, Jersey, Malta, Gibraltar and the UK.); Representing the firm professionally and effectively with clients and to maintain a high standard whether by phone, in writing or in person; Being responsible for the review of checked work and to provide checking of (particularly more complex or new) work of other team members in the Insurance Actuarial department; Providing input into insurance related projects and processes including product development and process improvement; Being responsible for the development and maintenance of computer models used within the Insurance Actuarial department; Assisting in the training of the team
Requirements: The successful candidate must be a Fellow of the Institute or Faculty of Actuaries (or equivalent qualification outside the UK) with ideally 2-3 years experience; The successful candidate must be proficient in computer use including effective use of Word and Excel, Powerpoint. Knowledge of PROPHET and/or a statistical programming language such as R or Python would be an advantage

Duties: Responsible for overseeing the Cyber and Commercial PI products within the Financial Lines portfolio; Rating Models: Maintain, re-calibrate and improve existing rating models. Utilize newly available technology to improve pricing outcomes; Develop additional functionality for exposure, experience and stochastic models; Portfolio Reviews: Perform or review annual profit studies to identify areas of opportunity, and help define the line of business strategy for the upcoming year
Requirements: Nearly/newly qualified actuary; Experience in General Insurance and in particular Financial Lines; Knowledge of programming languages a plus, particularly: SQL, R, or Python

Duties: Checking and analysing data received from insurance clients; Assisting in the preparation of data and calculations for standard actuarial valuations and consultancy services for our life and general insurance clients including; General insurance/captive reserving; Solvency II calculations; Actuarial aspects of IFRS 17 accounts; Calculating, checking and analysing financial reports
Requirements: Minimum A Grade A Level for Maths (or equivalent); Applications also welcome from graduates

Duties: Use Actuarial techniques to analyse a client’s portfolio(s) to provide quantitative and qualitative understanding of the loss exposure and inherent volatility; Assist both reinsurance placements and pitching for new business; Assist with the expansion the Lockton Re analytical toolkit; working with the wider team across the company to provide thought leadership on existing and new methodologies; Build and maintain relationships both internally and externally with clients and markets; Proactively support other senior actuaries and invest in the technical and professional development of analysts across the team
Requirements: FIA preferable; Excellent knowledge of actuarial techniques and methodologies, ideally relating directly to Casualty-specific reinsurance; Ability to clearly communicate methodologies, outputs and limitations internally and externally, to both technical and non-technical audiences

Duties: To support the Head of Pricing, wider team, senior management and underwriting teams in pricing and profitability reviews. This role will also assist in developing the company’s pricing capabilities by taking part to the pricing transformation
Requirements: Nearly/newly qualified of the Institute of Actuaries (or equivalent experience); Pricing experience: building and calibrating pricing tools, individual account case pricings; General Insurance background, London market experience esp. Financial Lines preferred

Duties: Conduct model validation for market risk models (VaR/Stressed VaR/Risks not in VaR/FRTB) by challenging model assumptions, mathematical formulation, and implementation; Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions; Assess and quantify model risks due to model limitations and develop compensating controls; Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders, senior management, and governance committees; Collaborate with Global MRM teams, Model Control Officers, Valuation Control and Risk Managers to manage model risk across the model lifecycle
Requirements: Masters or Ph.D. degree (or equivalent) in Finance, Economics, Mathematics, Physics, Engineering, or a related quantitative field; In-depth knowledge of mathematical finance, derivative pricing, and numerical techniques; The ideal candidate has strong experience with market risk models gained at a financial institution; Experience developing pricing and risk models using Python, R or Excel VBA is a plus

Duties: Lead Model Validation activities for the IMM model suite, including prioritization of the Book of Work for the team; Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions, including, where appropriate the evaluation of developer documentation and testing; Assess, quantify and communicate to stakeholders model risks due to model limitations and compensating controls; Develop and apply high-quality validation standards by conducting independent testing to assess model accuracy and robustness under different market conditions; Highlight risks and limitations of models and communicate findings to stakeholders, senior management, and governance committees
Requirements: Masters or Ph.D. degree (or equivalent) in Finance, Mathematics, Physics, or a related quantitative field; The ideal candidate has strong experience with counterparty credit risk modelling framework gained at a financial institution, including experience facing regulatory requests; The ability to effectively communicate with a wide range of stakeholders (incl. senior management and internal/external auditors), both written and verbally

Duties: Development, enhancement and maintenance of market risk capital forecasting models under stress scenarios to ensure ongoing appropriateness and adaptations to new regulations (e.g. FRTB); Contribution to key regulatory deliverables and programs (e.g. FRTB) as well as analysis and interpretation of key regulatory requirements; Perform ongoing monitoring and evaluation of market risk capital forecasting models, review existing models to ensure they remain fit for purpose and make improvements where necessary; Collaborate closely with the model validation team to understand validation findings and remediate any identified issues
Requirements: MSc or equivalent in a quantitative subject (such as quantitative finance, statistics/mathematics, sciences or engineering); Deep understanding of quantitative risk including good knowledge of financial products and their risk representation; Demonstrable experience in delivering enhancements to risk models; Excellent mathematical, analytical, problem solving and troubleshooting skills

Duties: We are looking for a Research Fellow to join our team working on stochastic analysis, with a focus on regularisation by noise phenomena
Requirements: You will have a PhD in Mathematics (or have submitted your thesis before taking up the role) or a related discipline, and a strong background in stochastic analysis, partial differential equations, and functional analysis

Duties: The purpose of this role is to drive performance across our functions in line with our plans for profitable growth. You’ll play a pivotal role in setting our pricing strategy, setting plan targets and working with the business to deliver to these targets. This is a high priority role, you will collaborate and build relationships throughout Finance, Underwriting and the wider business, preparing and communicating key information to senior stakeholders. You’ll manage Unum’s active product portfolio, recommending dynamic pricing actions to optimise profitable growth across our products. You will be commercially minded, ensuring our pricing approach is aligned to our wider strategic goals, while also developing our pricing MI to better utilise available data and deliver meaningful insights
Requirements: Qualified actuary (preferred); Experience in commercial pricing within the insurance industry; Detailed knowledge of the life and/or general insurance industry; Strong communication and interpersonal skills, with the ability to lead relationships with other teams and produce clear and concise reports; The ability to work under pressure, deliver expected results and managing competing and conflicting demands within the workload

Duties: Pricing of individual risks in collaboration with underwriters; Preparing and communicating results to underwriters; Continual improvement of existing processes to enhance efficiency, accuracy, and transparency; Assisting in developing and maintaining risk databases for internal monitoring; Liaising with other areas of the business as required; Developing good working relationships with the underwriters
Requirements: A PhD or stand-alone Master’s in a numerate discipline would be advantageous; Excellent academic background of a technical/mathematical nature; Educated to degree level with a 2: 1 or higher; Either excellent Excel skills or experience with programming languages such as VBA, R, Python, or C++

Duties: Lead the maintenance and enhancement of RGA’s global pricing framework; Coordinate with pricing teams, business units, corporate functions, and leadership to ensure that the pricing framework is a robust, effective tool for making decisions and for implementation of RGA’s strategy; Create, manage, and update global pricing guidelines, and support business units on pricing transactions consistent with the spirit and intent of those guidelines
Requirements: Bachelor’s degree in Math, Finance, Actuarial Sciences, Statistics or related field; Fellowship, Society of Actuaries (FSA) (or equivalent designation with a recognized Actuarial Institute or Society); 15+ years’ experience in life or health insurance and/or reinsurance: includes 5+ years’ experience in life/annuity pricing and/or product development; 7+ years management experience

Duties: Lead/support the development and enhancement of efficient tool kits and infrastructure for the Actuarial Pricing Function, to enable business critical delivery of Business Plan and Underwriting Risk Parameterisation for the whole of EMEA across all lines of business. Liaise with all Pricing Actuaries and other key stakeholders to ensure tools are fit for purpose. Engage and co-ordinate the support of other functions such as IT, BI and Finance to ensure seamless delivery; Collaborate with multiple stakeholders (pricing actuaries, finance, reinsurance, reserving actuaries, cat modelling team etc) to build the annual plan and strategic plan; Contribute to the success of Chubb by delivering timely, accurate and insightful management reports to the Senior Executive Team
Requirements: Strong numerical and analytical capability. Ability to understand and grasp the nuance of numerical processes quickly, suggest and implement solutions; Practical knowledge of MS Office Suite including VBA macros. Self starter/ability and interest to pick up and work with new technology/applications with ease. Working knowledge of Alteryx, R, SQL, Dataiku is a plus; Good organisation skills and ability to deliver to tight timescales/run with projects independently; Adaptable to change and happy to take on a challenge, comfortable working in a dynamic environment with regular changing requirements

Duties: Implement and integrate derivatives pricing models in the existing in-house FX/Commodity/Credit C++ derivatives pricing libraries; Improve accuracy and performance of existing market data models; Improve accuracy and performance of existing pricing engines; Document and communicate findings to internal and external clients as necessary
Requirements: Prior experience on FX derivative pricing models; Masters degree in a technical discipline (mathematics, finance, physics, engineering, or similar field); Proven C++ experience; Demonstrated knowledge of numerical techniques employed in derivatives pricing models (Monte Carlo, PDE methods often used in calibration and pricing, analytical); History of team collaboration and comfort in a multi-developer environment with a facility for interacting with quants, IT groups and product managers

Duties: Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code; Back test and implement trading models and signals in a live trading environment; Use unconventional data sources to drive innovation; Conduct research and statistical analysis to build and refine monetization systems for trading signals
Requirements: Advanced training in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field (Bachelors, Masters, PhD degree); Strong knowledge of probability and statistics (e.g. machine learning, time-series analysis, pattern recognition, NLP); Background working in a data driven research environment

Duties: As a member of the Trading Research Quant team you will work with various asset classes, contributing to decision making and trading strategies. Trade Cost Analysis (TCA), Broker-Algo selecting tools, crowd-sourcing, alpha and risk modeling, market impact and optimizations are all part of this process
Requirements: MS in science/math/operations research/quant finance; Proven knowledge of calculus and stochastic processes; 4+ years* of financial industry experience in FX, Bonds, Equities or Futures; Experience building advanced statistical methods; Numerical programming experience in Python

Duties: Here you find a list of all institutions (universities and companies) with direct links to their jobs site. This is to our knowledge the most comprehensive global list you will find. Additionally, you will find many jobs that are currently not advertised at www.acad.jobs or elsewise. This is useful, if you definitely want to work in a particular country
Requirements: If you are working in an institution that wants to be listed and if you are in charge, please contact us. Please contact us if a link is broken

Duties: Checking calculations for actuarial valuations or other actuarial consultancy advice; Checking/drafting reports to communicate results to clients; Assisting junior members of staff and allocating workflows; Supporting managers and partners
Requirements: Three years’ experience in pensions consultancy; Making good progress through the actuarial exams