✨ About The Role
- The role involves developing and structuring offerings of casualty insurance-linked securities (ILS).
- Candidates will implement and execute the go-to-market strategy for casualty ILS.
- The position requires support for securities offerings and rating agency procedures.
- Financial modeling activities will be a key responsibility to expand the global investor base for casualty ILS.
- The job includes executing the full suite of the firm's securities offering processes.
- Candidates will develop and review transaction deal models and perform financial optimization.
- Strong communication skills are necessary to respond to complex investor requests and due diligence questionnaires.
- The role allows for telecommuting from anywhere in the U.S.
⚡ Requirements
- A Master's Degree in Quantitative and Computational Finance or a related field is essential for this role.
- Candidates should have at least three years of professional experience as a Financial Analyst or Quantitative Analyst.
- Proficiency in optimization and simulation technologies, particularly BlackRock Aladdin and Bloomberg, is required.
- Strong programming skills in Python, R, and SQL are necessary for success in this position.
- Experience with rating agency processes for credit products and asset-backed securities is crucial.
- The ideal candidate will have a solid background in financial analysis and modeling.
- Familiarity with MATLAB or C++ and experience with SAS or VBA will be advantageous.