Liability driven investments is a core product from Achmea Investment. Across different teams, more than 20 people are directly involved with this product. As a Quantitative Analyst / Portfolio Manager at Achmea Investment Management you will work in a dynamic environment. Your tasks will encompass many different responsibilities, primarily focusing on applying quantitative skills and developing tools to support those, but just as importantly working closely with other portfolio managers and traders in constructing efficient LDI portfolios.
In your role, you contribute in two ways. Firstly you will be applying quantitative skills in analyzing LDI portfolios consisting of interest rate derivatives and government bonds. You will also be developing tools to support those analyses. Secondly you will be involved in structuring those LDI portfolios to the needs of our clients.
In summary, as a Quantitative Analyst / Portfolio Manager you will:
Apply quantitative skills in analyzing and understanding LDI portfolios
Build tools which help you and others in analyzing and understanding LDI portfolios
Assist other portfolio managers and traders in using those tools
Structure and manage LDI portfolios and interest rate overlays
Inform our clients on the performance of LDI portfolios and interest rate overlays
If you have an academic degree, a few years of work experience, enjoy programming and solving complex problems and have a passion to improve processes and prove yourself, then you could be the Quantitative Analyst / Portfolio Manager we are looking for!
What you'll need
You have an academic degree in Econometrics, Computer Science, Mathematics, Physics or equivalent
You have at least 2 years of working experience as a quantitative analyst and/or portfolio manager, preferably in the field of fixed income
You have programming skills (python, sql, vba, excel)
A VBA or CFA diploma, or the willingness to attain such a qualification
You have a competitive attitude and eagerness to constantly improve yourself. You are pro-active, see what needs to be done and do it! You will work closely with colleagues across multiple teams within the firm. It is therefore important that you can easily work with others, are willing to help others and communicate in a constructive way.
A competitive salary based upon you background and level of experience and 136 hours of leave for 34 hours per week
You get a personal budget which contains 8% holiday pay, 8,33% year-end bonus and 3,85% holidays in excess of the statutory entitlement. You can choose to save this budget, buy vacation days or get an extra pay during the year
An excellent pension scheme of 1,875% with a fixed annual premium
An excellent refund of travel expenses by car, train or bike
Discount on your health insurance at Zilveren Kruis for you and your family. You also get an extra annual €250 gross payment
Discount on your property insurance at Centraal Beheer and Interpolis.