We are seeking an individual from an Investment Bank/Asset Management seeking to move into into a niche/entrepreneurial Asset Manager, where you will be working at the sharp end of the business. This is a rare opportunity for a strong C#/.NET engineer with quantitative instincts to step into a highly visible, business-critical environment, building and optimising a sophisticated pricing engine used for reinsurance and catastrophe risk analysis.
You will develop and enhance a high-performance platform responsible for running 100,000+ simulations that directly support underwriting and pricing decisions. Working closely with a qualified pricing actuary, you will translate complex financial and stochastic modelling requirements into robust, scalable code. The role involves implementing actuarial algorithms, debugging intricate calculation workflows, optimising performance and memory usage, integrating large datasets, and taking ownership of features end-to-end.
We are particularly interested in developers from investment banking environments who have built risk, pricing, or analytics systems and are comfortable with concurrent programming, simulation techniques (e.g., Monte Carlo), and performance optimisation. Strong object-oriented design, Git proficiency, and excellent problem-solving skills are essential. Insurance experience is welcome but not required — intellectual curiosity and the ability to understand complex financial calculations matter more.
This role offers significant ownership, direct collaboration with actuaries and underwriters, and exposure to advanced catastrophe modelling concepts. It is ideal for someone who enjoys intellectually challenging problems at the intersection of mathematics, finance, and software engineering, and who wants greater impact and visibility than a typical large-bank development role can offer.
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