An established and innovation-driven financial services firm is looking for a Quantitative Risk Analyst to join its team. Focused on the insurance and annuity space, this company blends modern risk practices with investment strategy, offering an exciting opportunity to work at the heart of capital management, enterprise risk, and reinsurance analytics.
What you will do:
Support enterprise-level risk strategy, including capital adequacy, hedging programs, and investment oversight
Work closely with actuaries and investment teams to assess risk in annuity and reinsurance portfolios
Perform quantitative analysis, model development, and scenario testing to support decision-making at the CRO level
Contribute to building and maintaining the firm's risk analytics framework, tools, and reporting dashboards
Ensure ongoing regulatory compliance, data accuracy, and alignment with internal risk policies
What you bring:
2-5 years of experience in risk, insurance, annuities, or investment analytics
Strong skills in Python, SQL, Excel, and data visualization tools like Power BI or Tableau
Familiarity with capital modeling, risk frameworks (ERM), stress testing, or hedging strategies
Knowledge of relevant tools such as RiskMetrics, MATLAB, Bloomberg, or Monte Carlo simulation frameworks
Bonus if you've worked with reinsurance modeling, insurance data (Moody's, RiskSpan), or cloud/data infrastructure
Why Join?
Direct exposure to CRO and senior leadership
Work across insurance, investment, and reinsurance disciplines in a fast growing team.
Choose your setup: Hybrid in NYC or 100% remote across the U.S.
Competitive compensation, performance bonuses, full benefits, and strong growth potential
