Quantitative Investment Analyst – SAA

Talcott • New York, NY

23h

About The Position

The Quantitative Investment Analyst will join the Strategic Asset Allocation (SAA) Design team in a new role, designing and building analytical tools that support the SAA process, asset allocation strategies, and asset deployment planning. The role focuses on developing well-validated, production-ready models using AI-assisted tools to address dynamic business needs at the intersection of quantitative finance, insurance asset management, and AI.

The position covers more than $50 billion in general account assets, including legal entities in the United States, Bermuda, and the Cayman Islands. The analyst will build SAA tools and analytics for portfolio optimization, scenario analysis, and asset deployment planning; develop an understanding of SAA, optimization, and ALM models; and collaborate with investment and cross-functional partners. The analyst will also assist with investment committee and senior leadership materials explaining SAA rationale, tool methodology, and insights.

Requirements

• 2–7 years of experience in a quantitative finance role within investment management, or a graduate degree in quantitative finance, computer science, mathematics, or a related field in place of experience.
• Strong quantitative and analytical skills and understanding of portfolio theory, optimization, capital markets, and risk modeling.
• Knowledge of insurance products, ALM, liability-driven investing, and fixed income.
• Programming expertise in MS SQL, Python, or another programming language.
• Strong Excel and PowerPoint skills.
• Demonstrated hands-on use of AI or agentic AI tools to build working prototypes, or clear evidence of the ability to adopt them rapidly.
• Understanding of the limits of AI-generated output and how to specify, test, and validate it.
• Strong aptitude and genuine interest in learning domains quickly, including SAA, ALM, and insurance investment concepts.
• Strong general and technical communication skills, including the ability to explain complex financial and mathematical concepts to varied stakeholders and document models and tools clearly for users and validators.
• Creativity and excellent problem-solving abilities in analytical environments.
• Ability to work independently and contribute effectively in a collaborative team setting.

Nice To Haves

• Progression towards CFA and/or ASA/FSA.
• Familiarity with insurance asset management, ALM, and various regulatory capital frameworks.
• Familiarity with Power BI and Microsoft Fabric.

Responsibilities

• Build SAA tools and analytics for portfolio optimization and scenario analysis that evaluate trade-offs among risk, return, and capital efficiency.
• Support asset deployment planning for new business, deal pricing, and onboarding new mandates.
• Develop a working understanding of underlying SAA, optimization, and ALM models and integrate that understanding into new model builds.
• Use AI as a core part of the development process while ensuring tools are robust, validated, and technically sound.
• Partner with the Investment Analytics team on model design and integration into the broader investment platform.
• Collaborate with Investments, Corporate Development, ERM, and Actuarial teams to incorporate capital market assumptions, liability characteristics, and enterprise objectives.
• Assist in preparing materials for investment committees and senior leadership, articulating SAA rationale, tool methodology, and relevant insights.

What This Job Offers

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