Quantitative Analyst

Job Summary

As a hybrid or remote opportunity, the full-time Quantitative Analyst will manage asset and liability management (ALM) for variable, structured, and fixed annuities, focusing on hedging, reporting, modeling, and sensitivity analysis.

Key responsibilities

• Hedge variable, structured, and fixed annuities using equity and interest rate derivatives
• Enhance risk modeling and streamline hedging processes through prototyping in MS Excel or Python
• Generate and communicate key reports on hedging program performance to senior management

Required qualifications

• Master's degree preferred in mathematics, statistics, physical science, or actuarial science
• Experience in equity and interest rate derivative pricing, modeling, and quantitative finance
• Strong programming skills in Python and SQL; experience with other languages is a plus
• Advanced math/quantitative finance skills, including statistics and calculus
• Ability to work collaboratively in a team environment