Asset Management Quantitative Analyst
Summary
A leading insurance and financial services organization is seeking a Vice President, Asset Modeler to join its investment risk and asset management function. This individual will be responsible for developing and maintaining asset cash flow models across a diversified fixed income portfolio, including corporate bonds, mortgage loans, structured credit, and alternative lending investments. The role will support portfolio analytics, scenario testing, strategic asset allocation decisions, and asset-liability management initiatives by providing insight into asset behavior under a variety of market and credit environments.
Responsibilities
- Develop and maintain asset cash flow models, assumptions and projections across fixed income, mortgage and structured credit portfolios
- Analyze portfolio duration, cash flow matching, spread behavior, prepayment speeds, default assumptions, and other key investment risk metrics
- Support scenario analysis, asset-liability management initiatives, portfolio optimization efforts, and quarterly performance attribution by explaining changes in projected asset cash flows and investment returns
Qualifications
- 6+ years of experience in asset modeling, fixed income analytics, investment risk, ALM or quantitative investment analysis
- Strong understanding of fixed income and structured products, including corporate bonds, mortgage loans, ABS, CLOs, private credit, or other cash flow generating assets
- Experience modeling asset cash flows, interest rate scenarios, portfolio projections, or credit performance metrics, with proficiency in Python, Excel, or similar analytical tools
- CFA, FRM, FSA, or other relevant quantitative credential is a plus
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.