Vacancy Details

Group Capital Modelling Intern at Validus Holdings - UCL Talent Bank
Location: London
Position: Not Specified
Salary: £60 per day
Date Posted: 15 March 2017
Vacancy Type: Summer Internship
Job Description:

Company: Validus Holdings
Job title: Group Capital Modelling Intern
Job type: Summer Internship
Location: City of London
Salary: £60 per day
Start-date/ Duration: Summer 2017 (but flexible on exact dates)/ Duration: 2 month  

Working Hours: 7 hours per day
Deadline: 4pm Tuesday 28th March 2017

 

The Company

https://www.validusholdings.com/about-us/

Validus Group is a leading global provider of insurance, reinsurance and investment services – with research and analytics in its DNA.

The Validus Group is composed of Validus Re, Talbot Underwriting, Western World Insurance Group and AlphaCat Managers. Listed on the New York Stock Exchange, our business maintains a clear focus on a robust underwriting discipline that is central for our continued success.

 

The Role and Areas of Responsibility

Here at Validus we have a fantastic opportunity this summer for someone interested in becoming an actuary. The role is based in the City of London.

We're hiring for a two-month summer internship in our cutting-edge risk management department. Our closely-knit team builds Monte Carlo simulation models that generate thousands of scenarios of how our insurance business may fare over the year. This analysis is used for many things, such as (re)insurance purchasing decisions, asset portfolio allocation, M&A and business optimisation.

It's a highly technical team and we're looking for someone studying - and enthusiastic about - a quantitative subject such as maths, statistics or computer science. Experience with R is essential for this role, as from the get-go you'll be producing analytics for us using this software.

 

Required Skills and Behaviours

The ideal candidate will:

  • be technically strong
  • have experience of R and other programming languages
  • be creative, curious and self-motivated
  • be approachable
  • have a strong interest in becoming an actuary.

Note: We would particularly like to hear from candidates with these IT skills:

  • R experience (E)
  • Other programming languages (D)
  • Excel experience (D)

 

The internship will be particularly suitable for those with backgrounds in:

  • UCL Computer Science
  • UCL Chemistry
  • UCL Institute for Risk and Disaster Reduction (IRDR)
  • UCL Physics & Astronomy
  • UCL Science & Technology Studies
  • UCL Mathematics
  • UCL Statistical Science
  • UCL Economics

 

Recruitment Process

Candidates who best outline their suitability and motivation for this role will be shortlisted and their applications will be sent to the company. The company will then choose which candidates to interview.

Please submit a cover letter of maximum 1 page, outlining why we should consider you for this opportunity, and a CV, listing any relevant experience gained during your education and outside.

Recruitment process will involve one, or two stage, interview.

Please submit your application by 4pm Tuesday 28th March 2017

 

Note: By applying for this vacancy below, you confirm that you are a current UCL student, recent UCL graduate or member of UCL research staff only. You must submit a cover letter tailored specifically to this role as part of the application.

Due to the high amount of interest that we receive for each of our roles, we will unfortunately be unable to respond to each application individually. Only successful applicants will be contacted directly by the recruiter offering this vacancy.

If you are a current undergraduate / postgraduate or recent graduate, we advise that you book an appointment to have your application checked with one of our Application Advisors at UCL Careers.

Go to http://www.ucl.ac.uk/careers/advice/aa for information about booking an appointment.

If you are a PhD student and would like some advice on non-academic CVs and applications, please follow the link to a webinar here: Watch now...

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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