Quantitative Analyst (Charlotte, NC (Hybrid) or Remote)
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. You will apply your skills in risk management and derivative valuation for risk analysis and hedging. You will improve modeling of risk, streamline hedging processes and tools, and implement new hedging methods by prototyping in MS Excel or Python. You will work with IT and others to implement and automate hedging processes using Python, SQL, git and other tools. You will generate key reports for senior management on the performance of hedging programs and communicate with business constituents in multiple other departments at Brighthouse.
Requirements
- 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
- Masters degree preferred in mathematics, statistics, physical science or actuarial science.
- Experience in other languages is a plus.
- Experience with visualization tools and packages is a plus.
Responsibilities
- 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.
Benefits
- Base salary ranging from $110,000 to $130,000 plus competitive performance-based incentives determined by company and individual results.
- Work remotely or in the office to better thrive in all areas of life.
- 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.
- Work toward achieving your financial goals through our 401(k) savings plan with company match (up to 6%) and annual company nondiscretionary contribution (3%).
- Enjoy competitive medical, vision, and dental plans plus tax-free health savings accounts with potential company contributions up to $1,000 per family.
- 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.
- Gain access to company-paid basic life insurance and short-term disability insurance.
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Mid Level
