Quantitative Analyst Quantitative Analyst …

Munich Re
in Magnolia, TX, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 03 Jul 20
Munich Re
in Magnolia, TX, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 03 Jul 20
Quantitative Analyst



Quantitative Analyst

Job Description

The Quantitative Analyst is responsible for technical pricing of individual transactions, creation and maintenance of models that support technical pricing, and the development of new products.

As a Quantitative Analyst, youll:
  • Provide pricing for transactions entered or analyzed by the company.
  • Support the development of pricing tools, models and procedures to be used when pricing transactions on behalf of the company. This includes developing and updating mathematical algorithms for risk management of positions in Weather and Commodity risks.
  • Provide expert advice regarding quantitative aspects of the business, including supporting the systematization of process in the information technology systems.
  • Provide quantitative advice on risk management of transactions and of the whole portfolio.
  • Design new products or make modifications to existing products as needed by external and internal clients.  Provide advice on management of products.
  • Support the origination function by pricing, technical analysis of client risks, technical visits to clients, and by participation in industry events.
  • Advise inside MWCR in the pricing capacity for Weather and Commodity risks.

Requisition Number



Successful candidates will possess the following experience, skills, and capabilities:

  • Bachelors Degree in Engineering, Mathematics, Economics, Finance, Statistics, Physics, Computer Science or or other quantitative field required.
  • Postgraduate degree preferred
This position requires knowledge of:
  • Economics: Understanding of the motivation of clients to buy constingent capital.
  • Statistics: Understanding statistical distribution of positions analyzed.
  • Computer programming.
  • Mathematics: Including Optimization, Linear Algebra, Probability Theory, Stochastic Programming.
  • Finance: Including Corporate Finance, Derivative Theory.
Experience in:
  • Mathematical Modeling
  • Computer Programming
  • Energy Industry
  • Trading and trading portfolios
  • Insurance risks and terminology
  • Risk Management



Employment Type

Full Time


The Woodlands

Company Name

Munich Re Trading LLC


United States of America