Solutions Analyst - Quantitative Portfolio Analytics

About the role

The Solutions team performs bespoke quantitative portfolio analytics and offers strategic portfolio advisory services for key clients and prospects, working across insurance and broader institutional mandates. It sits within Insurance Investments, which manages insurance clients' portfolios through proprietary systematic platforms. The role supports quantitative analyses by using, maintaining and enhancing in-house models for risk and return attribution, asset-liability management, strategic asset allocation, private-market stochastic models and capital optimization. Candidates should be highly quantitative, skilled programmers who can face clients.

Key responsibilities

• Run bespoke analyses for insurance and institutional clients, such as portfolio optimization, asset-liability management, liquidity analysis and regime analysis
• Run risk and return attribution analyses across multi-asset portfolios for clients and internal portfolio managers using proprietary quantitative attribution tools
• Prepare written summaries and deliver analyses to clients and client portfolio managers, including recurring monthly and quarterly updates
• Extend existing and build new infrastructure for in-house analytical and quantitative capabilities, such as capital markets modeling, portfolio optimization, stochastic scenario modeling and private markets pacing modeling
• Help clients construct robust, all-weather portfolios and solutions that deliver specific outcomes
• Manage and enhance the underlying application infrastructure, including large-scale databases and web-based deliverables, incorporating best-in-class AI tools and practices
• Conduct generalist quantitative research across multiple asset classes, including fixed income and alternatives
• Build knowledge of quantitative systematic strategies across equities, fixed income and hedge funds and expand a cross-asset strategy backtesting system
• Produce thought leadership through industry presentations, white papers and custom research
• Support client coverage and portfolio management by developing materials and collaborating with internal stakeholders on product solutions

Required profile

• Advanced degree in financial engineering, mathematics, statistics, computer science or a similar quantitative field, or a bachelor's degree in a relevant field with at least 2 years of applicable work experience
• Demonstrated strong ability in quantitative programming
• Excellent communication and presentation skills, and ability to build relationships with internal and external stakeholders
• Self-direction, ownership and initiative
• Progress on CFA or actuarial exams is a plus; experience in insurance or asset management is a plus

Required skills

• Quantitative programming (Python and R are a plus)
• Portfolio optimization, asset-liability management, risk and return attribution, stochastic modeling and backtesting

What we offer

• Salary range of $110,000-$120,000, with eligibility for a discretionary bonus
• Paid time off, medical/dental/vision insurance, retirement, life insurance and other benefits
• Visa sponsorship may be available for qualified candidates