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
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