Lloyd’s is the world’s leading insurance and reinsurance marketplace. We share the collective intelligence and risk sharing expertise of the market’s brightest minds, working together for a braver world.
Our role is to inspire courage, so tomorrow’s progress isn’t limited by today’s risks.
Our shared values: we are brave; we are stronger together; we do the right thing; guide what we do and how we act. If you share our values and our passion to build a future that’s more sustainable, resilient and inclusive, you’ll find a home at Lloyd’s – build a braver future with us.
Role Purpose
To provide quantitative support to the ALM & Portfolio Management teams in areas such as portfolio optimisation, tactical asset allocation, structuring, investment risk management and forecasting.
Principal Accountabilities
- Contribute to the tactical decision making of the portfolios managed by LTIM through the development of quantitative tools.
- Contribute to the development of portfolio construction and the implementation of model portfolios.
- Develop and maintain quantitative tools which help with portfolio optimisation and strategic asset allocation decisions.
- Develop derivative modelling techniques for use in portfolio decision making.
- Assist in the modelling of investment risk, through the running of Economic Scenario Generators, which feeds into Solvency II capital setting.
- Continue to develop and maintain investment forecasting tools used by the Corporation which feed into strategic decision making.
- Optimise current modelling processes to make them more efficient and robust
- Ability to present technical modelling techniques and results to a wider audience to help with decision making.
Skills
- Strong analytical and numerical skills are essential with demonstratable proficiency in Excel (including VBA) and coding languages such as Python, R. MATLAB etc. Candidate should have familiarity with large financial databases.
- Experience with Economic Scenario Generators or other stochastic modelling tools
- Understanding and experience in managing multi-asset portfolios
- Be able to demonstrate comfort with risk-taking and handling pressure
- Ability to organise workload and manage to strict deadlines with limited oversight
- Strong problem solving skills
- Strong interpersonal skills are key given collaborative nature of role
- Excellent communication skills, written and verbal
Experience
- Experience in a quantitative role is required
Diversity and inclusion are a focus for us – Lloyd’s aim is to build a diverse, inclusive environment that reflects the global markets we work in. One where everyone is treated with dignity and respect to achieve their full potential. In practice, this means we are positive and inclusive about making workplace adjustments, we offer regular health and wellbeing programmes, diversity and inclusion training, employee networks, mentoring and volunteering opportunities as well as investment into your professional development. You can read more about diversity and inclusion on our website.
We understand that our work/life balance is important to us all and that a hybrid of working from the office and home can offer a great level of flexibility. Flexible working forms part of a total reward approach which offers a host of other benefits over and above the standard offering (generous pension, healthcare, wellbeing etc). These include financial support for training, education & development, a benefit allowance (to spend on our flexible benefits such as gym membership, dental insurance, extra holiday or to partake in our cycle to work scheme), employee recognition scheme and various employee discount schemes.
By choosing Lloyd's, you'll be part of a team that brings together the best minds in the industry, and together with our underwriters and brokers, we create innovative, responsive solutions allowing us to share risk and solve complex problems.
Should you require any additional support with your application, or any adjustments, please click the following link;
https://cleartalents.com/apply/lloyds-msa1645695881
Please note, clicking on this link does not register your application for the vacancy
