XL Catlin - Quantitative Developer - Strategic Asset Allocation - IIT

Your responsibilities will include:

- Implement Return Estimation and Risk Utilization models for peer investment analysis. Ownership of peer investment database.

- Improve and maintain Market Risk Model, Strategic Asset Allocation model and Capital Efficiency model.

- Assist in other ad hoc projects of the Strategy team including development of stochastic asset return models.

- Provide programming support to the other SQL developer in the investments team.

- Develop and improve data warehousing for the Strategy team including maintenance of asset modelling output.

We are looking for someone who has these values, abilities, and skills:

- Bachelor's/Master's degree in Computer Science & Engineering from a top tier university (preferably IIT)

- 1-3 years of work experience in Quantitative Developer role would be preferable.

- Advanced SQL developer and well-versed with best database design practices

- Proficient in MATLAB/R and VBA programming. Excel spreadsheet experience.

- Strong statistical skills including proficiency in Linear Regression Modelling. Knowledge of financial time series analysis is preferable.

- Basic knowledge of Fixed Income and Equity markets.

- Clear and concise style of verbal and written communications.