Quantitative Risk Associate

A globally leading insurance firm is hiring an AVP in Quantitative Risk - Capital Markets Hedging to drive key initiatives around capital markets hedging and insurance liability modeling, with a focus on life and annuity products. This individual contributor role is highly visible, supporting the buildout of a proprietary Python-based risk platform used for hedging strategies, scenario generation, and automated reporting.

Responsibilities

• Identify and correct data issues through automated controls and frameworks.
• Enhance and maintain the firm's internal Edge risk platform.
• Partner with Risk, Investments, Finance, Actuarial, IT, and Data teams to ensure model accuracy, clean data, and reliable risk reporting.
• Support hedging strategy design for annuity and reinsurance portfolios.
• Develop attribution tools to align asset allocations to liability products with configurable constraints.

Requirements

• Deep experience in quantitative modeling and capital markets hedging.
• Strong understanding of insurance liabilities, particularly annuities (preferred).
• Skilled in Python, with proven experience building models from scratch.
• Background in risk analytics for capital markets, insurance, or similar domains.
• Insurance background strongly preferred
• Ideally 3-5 years of experience in quantitative analytics/risk

Location: New York
5 days in office
No visa sponsorship provided