Aon

4 weeks ago

Senior Quantitative Analyst, Aon Life Solutions

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Source: Company careers pageValidated by: Fursa AI

Last checked: 16 hours agoStatus: Live

Job Summary

Associate Director leading hedging, asset allocation, and quantitative modelling within Aon Life Solutions in Hong Kong. You will develop and maintain Economic Scenario Generators, lead hedge reporting and P&L analysis, build sophisticated PathWise models, and drive research in time series, Monte Carlo methods, and asset management strategies for multi-asset risk optimization.

Location: Hong Kong

Workplace: Onsite

Employment Type: Full time

Job Function: Executive & General Management

Key Responsibilities

•Develop and maintain Economic Scenario Generators used in the valuation of financial assets and insurance liabilities.
•Lead the Daily Hedge Reporting and P&L Analysis Services for Aon’s clients.
•Develop, maintain, and document sophisticated financial asset and liability models in PathWise to support investment management and risk management projects.
•Participate in quantitative research projects using techniques such as time series regressions, optimization, Monte Carlo simulation, and data visualization.
•Support portfolio managers, traders, and risk managers with risk/return analysis and cost/impact assessments of investments.

Key Requirements

•8+ years of experience as a quantitative analyst in investment management, risk management, hedging or model vetting
•Master’s degree in a quantitative discipline (Financial Engineering, Mathematical Finance); PhD is a plus
•Strong programming skills in Python (experience with quantitative finance libraries) and/or C++
•Expert knowledge of financial assets including derivatives and their valuation models
•Strong numerical techniques in Monte Carlo simulation, optimization, time series analysis and PDE

Experience:8+ yearsFinanceInvestment managementHedgingQuantitative finance

Education:Master's

Skills:CommunicationProblem-solvingTeamworkData visualization

Languages:English

Tech Stack:PythonC++PathWiseMonte CarloTime seriesPDENumerixFinCAD

Company Brief

Aon

Global professional services firm providing risk, retirement, human resources, and insurance brokerage solutions to clients worldwide, including consulting, reinsurance, and data-driven risk management services.

Industry: Insurance

Company Size: Enterprise (1,001+ employees)

Revenue: USD 1B+

Growth: Public Company

Valuation: Public Company (Market Cap in USD)

Funding: IPO / Publicly Listed

Headquarters: London, United Kingdom

Founded: 1982

Glassdoor: 3.9

Website LinkedIn Glassdoor

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