Quantitative Insurance Solutions Analyst
Core
Develop quantitative models and production engines for asset allocation, portfolio construction, and hedging strategies serving insurance and pension clients.
Role type
Senior quantitative analyst (insurance solutions)
Builds
Customized portfolio solutions, automated analysis tools, and production reporting systems for client accounts
Domain
Asset management, fixed income, insurance, pensions
Deliverable
production ML models | product features | dashboards & analysis
Required skills
quantitative reasoning, optimization, simulation, fixed income analysis (RMBS, CMBS, ABS, CLO), SQL, Python, R, SAS, MS Excel/VBA, third-party risk systems (Bloomberg PORT, Yield Book, POINT)
Preferred skills
Machine Learning (ML)
Responsibilities
Utilize quantitative analyses including optimization and simulation to contribute to asset allocation studies; Develop and improve the team's production engine for client reports; Perform simulations and optimizations to support client needs; Analyze trade-offs between proprietary and off-the-shelf models; Develop customized analytical tools based on client needs; Interface with proprietary and vendor systems to disseminate analyses
Seniority
Mid-Senior Level, hands-on IC
