AVP, Senior Quantitative Investment Analyst
RenaissanceRe · Dublin, Ireland · 1mo ago
RenaissanceRe is a leading writer of Property & Casualty Reinsurance. For over 25 years, we have helped customers and communities recover and build resilience through our industry-leading ability to understand risk, source efficient capital and rapidly pay claims.
Our global team shares a passion for solving our customers’ biggest problems through a collaborative and entrepreneurial culture that empowers employees and rewards creative thinking.
About RenaissanceRe
For over three decades, RenaissanceRe has helped its clients manage the risks of operating in a volatile and uncertain world. We’re experts in Property, Casualty, Specialty, and Credit reinsurance, consistently recognized for the innovative way we combine data, experience and technology to understand and manage large and complex risks across the world. We are also a business with a real social purpose - we help protect communities around the globe and enable prosperity for all. Our purpose drives us forward every day as we seek solutions to some of the world's most complicated challenges. To learn more, please visit us at Careers - RenaissanceRe (renre.com).
About Investments
Our Investments team manages RenaissanceRe’s ~$33 billion investment portfolio, allocating our assets, either directly or through investment managers. We invest in a diverse range of assets from treasuries and corporate bonds to equities and private assets to generate strong risk-adjusted returns over time and to provide capital and liquidity for underwriting risk and paying claims. Our investment portfolio is one of RenaissanceRe’s “Three Drivers of Profit”, along with underwriting income and third-party capital fees, providing $1.2 billion in retained net investment income in 2024. RenRe has grown significantly over the past few years, both organically and through strategic acquisitions. To support our expanded scope and scale, we are seeking an experienced Quantitative Investment Analyst with strong analytical skills and market expertise.
About the Position
Reporting directly to the VP, Head of Quantitative Analytics, the AVP, Senior Quantitative Investment Analyst will support the Investments team in modelling asset risk, in developing quantitative multi-sector asset allocation frameworks and tools that directly influence asset allocation decisions and support the Investments team on delivering strong risk-adjusted returns in the Investment portfolio. As part of our close-knit, collaborative team, this role offers the opportunity to directly impact how the overall portfolio is positioned and constructed, both tactically and strategically, from a risk reward perspective, to help manage market risk in the context of a reinsurance balance sheet, and to interact with some of the leading asset managers across the globe to develop best in class internal tools and approaches. The successful candidate will join a growing cross-functional and multi-business line team, contributing to our integrated system of technology, platforms, and people. The Senior Quantitative Investment Analyst role is based in the Dublin office will be expected to travel as needed to other RenRe offices with Investments activity (Bermuda, United States, London, and Zurich).
Key Relationships
Reports to: VP, Head of Quantitative Analytics, Investments
Key Partners: Investments, Investments Operations, Accounting, Corporate Risk, Credit Underwriting, Capital Partners (ILS)
Key Responsibilities
Support the development of quantitative analytical tools and frameworks that will directly impact decision making and portfolio positioning.
Provide quantitative assessment of current and new relative value investment opportunities across market sectors and major risk drivers on tactical and strategic decisions.
Provide bespoke quantitative and modelling analysis on existing and new investment opportunities and risks in fixed income, equities, private assets, alternatives and commodities.
Enhance proprietary stochastic and deterministic approaches to investment risk and asset liability modelling.
Contribute to the preparation of periodic communication to internal stakeholders such as the Board and Executive management on the investment portfolio. Support regulatory and other reporting as required.
Promote and strengthen the risk management culture.
Operate collaboratively in our integrated system to create effective partnerships across investments, underwriting, technology, regional platforms, and corporate functions.
Candidate Qualifications:
Graduate degree in a quantitative field like statistics, applied math, economics, finance, physics, engineering or computer science, with strong academic qualifications.
7+ years of professional experience in quantitative finance and financial markets is required.
CFA, CQF or equivalent is desirable.
Demonstrated experience developing quantitative multi-sector asset allocation strategies, frameworks and fixed income analytical tools that have directly impacted investment decision making, sector positioning, risk posture, portfolio positioning and capital allocation.
Proficiency in Python or similar development and modelling platforms.
Quantitative skills in asset management within an insurance or reinsurance context are advantageous.
Experience in Asset-Liability Management analysis and reporting is a plus.
Excellent interpersonal, presentation, written, and verbal communications skills.
Enthusiasm, drive and agility in a high-growth environment; ability to take initiative and work collaboratively.
Detail-oriented, ability to multitask and work in a fast-paced environment.
Leadership Competencies & Values:
Impact: Sets objectives, delivers results, and implements policies/operational targets with direct impact on the department or individual work outcomes
Execution: Proactively identifies resources, actions and timelines needed to achieve objectives, effectively balancing tactical pressures with broader implications and downstream impact
Communication: Shares relevant information in a timely manner with stakeholders and conveys points of view in a way that influences opinions and demonstrates flexibility
Client and solutions focus: Identifies process and service opportunities that enhance the external and internal client experience and outcomes
Innovation: Stretches self and others to think differently and innovatively, drawing upon multiple sources for ideas and inspiration
Learning mindset: Seeks out and explores new assignments, exposure, or challenges in order to enhance technical skills
Values: Exemplifies and champions RenaissanceRe’s core values of Focus, Respect, Integrity, Precision, Passion