Insurance Portfolio Optimization & Construction

Job Description

• Quantitative investment analyst role supporting insurance asset-liability management, portfolio construction, asset allocation, pricing, and optimization for reinsurance blocks and retail insurance products, including annuities, life, and PRT.
• Develop models incorporating regulatory capital requirements, duration matching, cash flow needs, expected returns, and deal-evaluation objectives; enhance insurance investment ALM frameworks.
• Build performance-attribution analytics, analyze interest rates, credit spreads, and equity volatility, and monitor portfolios in collaboration with actuarial, risk, finance, and investment teams.
• Expand and maintain quantitative platforms for private credit, structured products, real assets, and new liability types; automate models with IT teams.
• Requires a Bachelor's degree in a quantitative field, 0–3 years of relevant experience, and strong Python proficiency; Master's or PhD preferred. Full-time position in the United States; work mode and salary are not specified.