Senior Analyst/Associate, Quantitative Solutions – Liberty Mutual Investments
Core
Develop and maintain quantitative models and analytical tools for asset allocation and portfolio construction under insurance and regulatory constraints.
Role type
Senior quantitative analyst (private markets & portfolio strategy)
Builds
Quantitative models, scenario analysis, stress testing, and portfolio analytics for public and private asset classes.
Domain
Insurance investments, private markets (private equity, private credit, real assets, infrastructure), portfolio management
Deliverable
production ML models
Required skills
Simulation techniques, statistical modeling, time series analysis, optimization, Python, SQL, Git, data pipeline construction, private markets data evaluation
Preferred skills
Knowledge of fund structures, cash flow mechanics, performance metrics (IRR, MOIC, DPI, TVPI), commitment pacing, NAV forecasting, vintage diversification
Technologies
Python, SQL, Git, PitchBook, Preqin, Burgiss
Responsibilities
Produce scenario analysis and stress testing; enhance models for public/private assets; build data pipelines for private markets; integrate commitment pacing and cash flow models; partner with investment business units. (via careerplan.io/jobs/618517630264-senior-analystassociate-quantitative-solutions-liberty-mutual-investments-at-libertymutual)
Seniority
Senior, hands-on IC