AVP, Senior Quantitative Investment Analyst

About RenaissanceRe

For over three decades RenaissanceRe has helped its clients manage the risks of operating in a volatile and uncertain world. Were 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 worlds most complicated challenges. To learn more please visit us at Careers - RenaissanceRe ().

About Investments

Our Investments team manages RenaissanceRes $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 RenaissanceRes 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 RenaissanceRes core values of Focus Respect Integrity Precision Passion