Investment Structuring Analyst

About the role

Monument Re is an international Life insurer based in Bermuda. Monument Investments oversee the Group’s assets covering (1) €8bn non-linked portfolio in fixed income plus holdings in derivatives and alternative assets and (2) €3bn linked portfolio, currently all managed by 3rd party managers. Monument Re is regulated in Bermuda with European subsidiaries subject to European regulations.
 
This role will play a key part of the Investment Structuring team based in London, as part of the growing Investment team at Monument Re. The role supports the set up of Monument’s model office, the creation, pricing and cash flow modelling of Bermudan and Solvency II efficient asset structures, derivative hedging instruments and liability discount curves as well as building analytical tools to improve operational efficiencies.

Responsibilities

• Act as a key member of the Investment Structuring team within Monument Investments tasked with optimizing assets for their return on capital under both Bermudan and European insurance regulatory requirements.
• Act as co-administrator and a main developer of the Structuring team’s tool repository, (currently a python suite of tools held in DevOps), with the focus on driving improved accuracy, efficiency and reducing the scope for operational error. 
• Key developer in the requirements for Monument’s Model Office (Fentics) which requires development and maintenance of python scripts to transform asset, liability and market data into the required input / output format.
• Support the continuous enhancement of Investment processes and controls, interacting extensively with the Investment Data & Analytics team to reduce reliance on spreadsheets and increase the coverage of the SQL database.
• Support the Investment Structuring team’s communication and collaboration with other investment sub-teams and Group Finance.
• Key support role in the production of the asset cash flow projections for private assets.
• Contribute to other strategic project activity as required.

Role Requirements

• Degree or post-graduate education in a quantitative discipline.
• 3+ years Experience in an investment bank or insurance company’s asset-structuring or quantitative modelling team.
• Knowledge in the following areas: 

1. Asset & Liability models
2. Strong programming language skills, particularly in Python
3. Experience of working with SQL databases and similar data-structures via languages such as Python
4. Experience with using APIs and similar interfaces to extract data from external systems 
5. Experience with common IDEs, workflow and collaboration / distribution tools such as VSCode, git & Azure Dev-Ops 

• Self-driven with strong stakeholder management skills.
• Ability to effectively collaborate across a range of stakeholders both within the Group and external.

Location

London – business travel to other Monument locations may be required

Closing Date

7th November 2025

Equal Opportunities Statement

The Monument Re Group is an Equal Opportunity employer. Our Corporate values of Trust and Collaboration demonstrate our commitment to fostering an inclusive culture where all our employees feel respected and valued. We recognise that each employee brings their own unique skill sets, capabilities, immutable characteristics, and varied experiences to their work. In turn, the Monument Re Group provides a work environment for all our employees to achieve personal and professional growth and development throughout their careers with us. 

Email:

CAREERS@MONUMENTREGROUP.COM

Apply now