Quant Associate

Role Overview:

We have partnered exclusively with a tier-1 global alternative investment manager to hire a Quantitative Strategist into one of the most dynamic and fast-growing insurance investment platforms in the market.

This is a rare, genuinely generalist quantitative role. Unlike narrowly scoped quant positions, this opportunity offers exposure across the full breadth of quantitative work within a front-office insurance investment operation - spanning portfolio construction, asset-liability management, liquid and structured credit, private credit, and strategic asset allocation. The team tackles a wide variety of high-complexity projects and no two days look the same. For a quantitative professional who wants breadth, intellectual variety, and the chance to work on problems that genuinely matter, this is an exceptional platform.

The business is a recognised market leader in the insurance M&A space, and AUM is set to more than double following a recent landmark transaction. The team sits at the centre of a €100bn+ investment platform and works hand-in-hand with portfolio managers, providing quantitative firepower across macro portfolio management, ALM, liquid credit, structured credit, and private credit.

This is a high-impact, high-visibility position where the successful candidate will play a meaningful role in supporting investment and risk decision-making by developing next-generation tools and models for one of the world’s leading alternative asset managers.

NOTE: EU or Swiss citizenship required due to location-specific considerations.

Key Responsibilities

• Build, enhance, and maintain quantitative models used for pricing, risk attribution, and performance analysis across credit portfolios
• Support portfolio construction and strategic asset allocation processes, helping to optimise positioning across the platform
• Conduct deep analysis of portfolio exposures to support investment and risk decision-making
• Engage flexibly across high-complexity projects, including M&A due diligence, balance sheet analysis, and asset-liability management
• Analyse large, complex datasets spanning multiple projects and asset classes, synthesising findings into actionable intelligence
• Take a top-level view of a balance sheet and identify opportunities for optimisation
• Solve unstructured problems by conceptualising and quantifying challenges where predefined frameworks may not exist
• Contribute to the development of scalable analytics infrastructure, including model integration and database rationalisation
• Translate complex quantitative findings into clear, actionable insights for investment teams and senior decision-makers
• Operate across multiple projects under tight deadlines in a fast-paced, high-accountability environment

Requirements & Qualifications

• 3–7 years of relevant experience in one or more of the following areas:
• Insurance asset management (Solvency II or Matching Adjustment familiarity a plus)
• Investment banks or asset managers with a focus on fixed income, private credit, or structured products
• Buy-side or sell-side roles involving IG credit portfolio analytics, portfolio construction, or strategic asset allocation

• Technical Skills & Knowledge:
• Strong academic background in a STEM discipline or financial engineering
• Proficient in Python (important - the team is increasingly moving towards Python-driven workflows); SQL skills highly preferred;
• Solid understanding of fixed income mathematics, risk modelling, and financial structuring concepts
• Experience modelling or analysing structured credit products such as CLOs, SPVs, ABS, and duration-matched portfolios is desirable
• Demonstrated experience building quantitative models from scratch
• Ability to work with large, complex datasets across multiple concurrent projects and draw meaningful conclusions

• Preferred Background & Attributes:
• Experience with portfolio construction and/or strategic asset allocation (SAA)
• Any exposure to asset-liability management (ALM) is a strong plus
• Experience working with IG credit portfolios - including the ability to analyse, optimise, and construct bond portfolios
• Ability to take a top-level view of a balance sheet and identify optimisation opportunities
• Prior experience doing quantitative work within or for an insurance company is valued but not required 
• Exceptional communicator - able to distil complex analyses into clear, compelling messages for senior stakeholders (this is critical)
• Highly adaptable, detail-oriented, and comfortable pivoting quickly across diverse project mandates in a high-stakes environment
• Strong work ethic and willingness to work extended hours, including occasional weekends, with full-time in-office presence
• Analytical problem-solver with a natural ability to bring structure to ambiguity

This is a time-sensitive mandate. Our client is looking to move quickly on this hire. If this profile matches your background, we encourage you to reach out as soon as possible.