Quantitative Investment Analyst | Insurance Asset Management | New York
My client, a major insurance investment platform managing a large and growing general account, is hiring a Quantitative Investment Analyst for their Portfolio Optimization & Construction team.
What the role involves:
- Building and enhancing asset allocation and ALM models for reinsurance and retail insurance products (annuities, life, PRT)
- Supporting new business pricing by modeling optimal allocations and expected returns
- Developing performance attribution frameworks by asset class, sector, duration, and credit quality
- Expanding the platform to support new asset types – private credit, structured products, real assets
- Presenting to senior investment committees and portfolio managers
What they’re looking for:
- Strong Python skills – this is a quant-first seat
- Bachelor’s required, Master’s/PhD preferred in a quantitative field (Math, Stats, Finance, Engineering, Economics, Actuarial Science)
- 1-3 years in fixed income portfolio management, insurance asset management, or quantitative research
- Prior exposure to insurance products or ALM is a plus, not a requirement
- Comfort with large datasets and modern tooling; Bloomberg/FactSet/risk systems experience a plus
Base salary $110K-$130K plus discretionary bonus.
