Quantitative Analyst & Portfolio Manager

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Quantitative Analyst & Portfolio Manager

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.

What we offer

  • 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.

Who we are

Achmea Investment Management is an industry leader in fiduciary and asset management within the Netherlands. Through our core function as a multi-client fiduciary and asset manager we aim to continuously improve ourselves by innovating and servicing different sized pension funds as well as the portfolio of our parent company. Currently we are managing over 200 billion euros of assets from a wide range of clients.

Vergelijkbare zoekopdrachten: Onbepaalde tijd, WO, Fulltime, Bepaalde tijd, 1-3 jaar, Parttime, 3-5 jaar, € 3.000 - € 5.000, 5-10 jaar, € 5.000 - € 7.000, Consultancy, Utrecht, Financieel Manager, Zakelijke dienstverlening