Renaissance Reinsurance
RenaissanceRe is a global leader in reinsurance, insurance and in providing creative and differentiating capital solutions for our clients. Headquartered in Bermuda since 1993 and operating in Dublin since 1998, RenRe has become one of the world’s largest and most successful global reinsurers. Our team shares a passion for rapid innovation, creativity and a strong belief in the entrepreneurial culture which is a cornerstone of our competitive advantage. RenRe is committed to attracting and developing the very best people who are dedicated to exceptional performance.
Quantitative Investment Analyst
Reporting directly to the Chief Investment Officer, theQuantitative Investment Analyst will assist the Investments team in developing quantitative fixed income frameworks and tools that directly contribute to asset allocation decisions and support the Investments team on delivering strong risk-adjusted returns in the Investment portfolio.
The portfolio is approximately $9.5bn in size, and consists primarily of multi-sector fixed income,with more modest allocations to private and public equity. Investments contribute materially to the Company’s overall return on equity over time. Working with an experienced and talented Investments team that manages ~25% of the portfolio internally, the role offers the opportunity to directly impact how the overall portfolio is positioned and also interact with some of the leading asset managers across the globe.
Core Responsibilities
•Develop quantitative fixed income analytical tools and asset allocation frameworks that will directly impact decision making and portfolio positioning.
•Provide quantitative assessment of relative value opportunities across market sectors and major risk drivers.
•Enhance proprietary stochastic and deterministic approaches to investment risk and asset liability modelling.
•Support modelling and extension of existing risk and allocation models.
•Collaborate with other risk teams inthe depiction of investment risk and other correlated risks within an enterprise-wide risk and capital modelling framework.
•Work closely with the technology team in developing asset allocation tools.
Candidate Requirements
•Graduate degree or higher in a numeric discipline.
•Strong academic qualifications.
•Excellent quantitative and analytical skills.
•Strong interpersonal and communication skills.
•Practical knowledge of statistical modelling and simulation techniques.
•Ability to take initiative, work in a team-orientated environment and unsupervised is essential.
•Strong knowledge of fixed income markets would be an advantage.
•Professional experience in quantitative finance would be an advantage.
•Experience with programming languages would be an advantage.
•Drive, energy and enthusiasm.
What to Expect
•A very attractive compensation and benefits package.
•A flat team structure and a highly collaborative culture that values progress over perfection and encourages creativity, innovation and diversity.
•A highly motivated global team of colleagues.
•A flexible working style.
•A meritocratic environment where contributions are both recognised and rewarded.
•Training and development opportunities to enable you to stay at the forefront of your professional field.
How to Apply
This is an excellent opportunity for an outstanding individual who wants to be challenged within a high performance culture.This is a fast-paced and rapidly changing business environment which requires an individual with an energetic and enthusiastic approach, along with maturity, and self-motivation.
Interested persons should apply with Curriculum Vitae via e-mail to or by post to Human Resources, Hardwicke House, Upper Hatch Street, Dublin 2. RenRe is an Equal Opportunity Employer.All applicants must have the legal right to work in Ireland.