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Senior Analyst, Products and Hedging Solutions

Senior Analyst, Products and Hedging Solutions

AonToronto, Ontario, Canada
Il y a plus de 30 jours
Salaire
35 CAD par heure
Type de contrat
  • Temps plein
Description de poste

Aon is looking for a Senior Analyst, Products and Hedging Solutions.

As part of an industry-leading team, you will help empower results for our clients by delivering innovative and effective solutions as part of our PathWise® Solutions Group (PSG) business group within Aon Reinsurance, in Toronto, Ontario. As a Senior Analyst, you will report directly to the Managing Director, Products and Hedging Solutions.

Applicants must be legally authorized to work in Canada. This role is not eligible for sponsorship, and we are unable to sponsor or take over sponsorship of an employment visa or work permit.

Aon is in the business of better decisions

At Aon, we shape decisions for the better to protect and enrich the lives of people around the world.

As an organization, we are united through trust as one inclusive, diverse team, and we are passionate about helping our colleagues and clients succeed.

What the day will look like

  • Design and develop robust python processes for hedging, strategic asset allocation, scenario generator calibration and financial reporting.
  • Assist in the Daily Hedge Reporting and P&L Analysis Services for Aon’s clients
  • Play a key role in developing and implementing innovative hedging and asset management strategies in PathWise to effectively manage complex exposures that combine Actuarial, Financial, and Capital Market risks.
  • Develop, maintain, and document sophisticated financial asset and liability models in PathWise to support various investment management and risk management projects.
  • Participate in quantitative research projects that support investment decision processes, applying quantitative skills, such as time series regressions, optimization,
  • Monte Carlo simulation, and data visualization techniques.
  • Build and maintain Economic Scenario Generators used in the valuation of financial assets and insurance liabilities.

How this opportunity is different

PathWise® Solutions Group (PSG) provides high productivity computing software, consulting services as well as advisory services to financial intermediaries, primarily insurance companies. PSG’s high-performance software platform, PathWise®, provides companies with the ability to easily model financial obligations without involved coding and is run on Graphical Processing Units (GPU), making it the fastest, readily available software platform currently in use in the insurance industry.

This position will support the Products and Hedging Solutions services provided by the PathWise® Solutions Group at Aon. The core responsibilities include developing Python models and analyzing hedging and asset allocation strategies in the PathWise® platform and designing new financial models and processes within the system.

Skills and experience that will lead to success

  • Expert programming skills in Python, in particular NumPy and SciPy
  • 3+ years of proven experience as a Python developer in a technology or investment management / risk management / hedging / model vetting role
  • Bachelor's degree in Computer Science / Computer Engineering
  • Strong analytical and problem solving skills
  • Master’s degree or equivalent in a quantitative field (Financial Engineering, Mathematical Finance) a plus
  • Knowledge of financial assets including derivatives and their valuation models a plus
  • Knowledge of stochastic interest rate and equity models a plus
  • Knowledge of statistics, finance and economics a plus
  • Knowledge of numerical technique skills in time series analysis and Monte-Carlo simulation
  • Strong communication skills for heavy team and client interactions
  • Ability to work well in a fast-paced environment with changing priorities
  • Experience working with financial software packages such as Numerix, FinCAD a plus
  • How we support our colleagues

    In addition to our comprehensive benefits package, we encourage a diverse workforce. Plus, our agile, inclusive environment allows you to manage your wellbeing and work / life balance, ensuring you can be your best self at Aon. Furthermore, all colleagues enjoy two “Global Wellbeing Days” each year, encouraging you to take time to focus on yourself. We offer a variety of working style solutions, but we also recognise that flexibility goes beyond just the place of work... and we are all for it. We call this Smart Working!