Quantitative Analyst (Charlotte, NC (Hybrid) or Remote)

Brighthouse Financial • Charlotte, NC

2d • Hybrid

About The Position

As a Quantitative Analyst, you’ll be responsible for multiple aspects of variable, structured and fixed annuity asset and liability management (ALM), including hedging, reporting, modeling, and sensitivity analysis. In this role, you’ll get to: Be part of the team that hedges Brighthouse variable, structured and fixed annuities with equity and interest rate derivatives. Apply your skills in risk management and derivative valuation for risk analysis and hedging. Improve modeling of risk, streamline hedging processes and tools, and implement new hedging methods by prototyping in MS Excel or Python. Work with IT and others to implement and automate hedging processes using Python, SQL, git and other tools. Generate key reports for senior management on the performance of hedging programs. Communicate with business constituents in multiple other departments at Brighthouse.

Requirements

• Masters degree preferred in mathematics, statistics, physical science or actuarial science.
• Experience in equity and interest rate derivative pricing and sensitivity calculation, modeling and quantitative finance.
• Strong programming skills in Python and SQL.
• Advanced math/quantitative finance skills, e.g., statistics, calculus, linear algebra, differential equations, stochastic processes, equity and interest rate models.
• Strong general analytical problem-solving skills.
• Strong communication skills with people who have widely varying backgrounds.
• Strong process and modeling documentation skills.
• Ability to work well in a team.
• Positive attitude with an eagerness to learn.
• Comfortable with performing a critical function for Brighthouse.

Nice To Haves

• Experience in other languages is a plus.
• Experience with visualization tools and packages is a plus.

Responsibilities

• Hedging Brighthouse variable, structured and fixed annuities with equity and interest rate derivatives.
• Applying skills in risk management and derivative valuation for risk analysis and hedging.
• Improving modeling of risk, streamlining hedging processes and tools, and implementing new hedging methods by prototyping in MS Excel or Python.
• Working with IT and others to implement and automate hedging processes using Python, SQL, git and other tools.
• Generating key reports for senior management on the performance of hedging programs.
• Communicating with business constituents in multiple other departments at Brighthouse.

Benefits

• Base salary ranging from $110,000 to $130,000 plus competitive performance-based incentives determined by company and individual results.
• Flexible Work Environment – Work remotely or in the office to better thrive in all areas of life.
• Paid Time Off – Recharge with a minimum of 20 days of paid time off and 16 paid company holidays per calendar year plus paid volunteer time and paid study time.
• Financial Health – Work toward achieving your financial goals through our 401(k) savings plan with company match (up to 6%) and annual company nondiscretionary contribution (3%).
• Health and Wellness – Enjoy competitive medical, vision, and dental plans plus tax-free health savings accounts with potential company contributions up to $1,000 per family.
• Family Support – Care for loved ones with up to 16 weeks of paid leave for new parents, back-up dependent care, dependent care flexible spending account, and up to a $25,000 lifetime maximum during your adoption, infertility, or surrogacy journey.
• Life and Disability Support – Gain access to company-paid basic life insurance and short-term disability insurance.
• Company-wide and department-wide events to foster a culture of belonging and promote team building.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level