Quantitative Engineering - Investments Technology

Corebridge Financial Inc.•Jersey City, NJ

64d•$90,000 - $105,000•Hybrid

About The Position

Quantitative Development Group is part of Global Capital Markets (GCM) Engineering Team, which provides technology and analytics solutions for GCM trading desk, front office personnel and enterprise risk teams. Our customers include Global Capital Markets (GCM) Front Office, Market Risk (including stress runs), and Annuity business affiliates.

Requirements

Advanced degree in STEM (candidates with bachelor's degree will be considered depending on experience)
3+ years of related experience (preferably in a production quant or quant developer setting)
Aptitude to acquire new expertise in derivatives pricing and mathematics, and combine it with best-in-class engineering principles to build a working solution
Good understanding of numerical methods, linear algebra, real analysis and stochastic calculus
Experience with statically typed object-oriented languages (C++, Pascal/Delphi, C#, Java; C++ preferred)
Basic to intermediate relational database experience (Oracle and PL/SQL preferred)

Nice To Haves

Experience with non-exotic interest rate derivatives and/or interest rate curve building is desired
Knowledge of the following tools and technologies is not required, but may boost your application: Visual Studio, Github, C++ XLL interface, Python, PyBind, AWS

Responsibilities

Build and support derivatives pricing models and analytical libraries
Improve capabilities for trading and risk management of derivative products Design and optimize the analytics library and its integration with IT tools, processes, and databases
Provide expertise on quantitative aspects of derivatives product pricing across multiple asset classes
Act as a point of contact for business users throughout the project lifecycle Facilitate communication between business stakeholders and technology teams
Conduct user acceptance testing to ensure that final solution meets the defined business requirements and is ready for deployment

Benefits

Health and Wellness: We offer a range of medical, dental and vision insurance plans, as well as mental health support and wellness initiatives to promote overall well-being.
Retirement Savings: We offer retirement benefits options, which vary by location. In the U.S., our competitive 401(k) Plan offers a generous dollar-for-dollar Company matching contribution of up to 6% of eligible pay and a Company contribution equal to 3% of eligible pay (subject to annual IRS limits and Plan terms). These Company contributions vest immediately.
Employee Assistance Program: Confidential counseling services and resources are available to all employees.
Matching charitable donations: Corebridge matches donations to tax-exempt organizations 1:1, up to $5,000.
Volunteer Time Off: Employees may use up to 16 volunteer hours annually to support activities that enhance and serve communities where employees live and work.
Paid Time Off: Eligible employees start off with at least 24 Paid Time Off (PTO) days so they can take time off for themselves and their families when they need it.

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