Insurance Portfolio Optimization & Construction
Careers at KKR•New York, NY
•Onsite
About The Position
Global Atlantic's Portfolio Optimization & Construction team designs and optimizes asset allocations to meet financial and risk objectives across our growing insurance portfolio. We are seeking a quantitative investment analyst to enhance our asset allocation, pricing, and optimization frameworks with a focus on insurance asset-liability management (ALM). This role works at the intersection of quantitative finance and insurance, supporting portfolio construction for reinsurance blocks and retail insurance products while collaborating with actuarial, risk, and investment teams.
Requirements
- Bachelor's degree required; Master's or PhD preferred in Mathematics, Statistics, Finance, Engineering, Economics, Actuarial Science, or related quantitative field
- 0–3 years in fixed income portfolio management, insurance asset management, quantitative research, or related areas
- Strong programming proficiency in Python (required)
- Experience with large datasets and quantitative methods
- Proficiency in Excel and PowerPoint
Nice To Haves
- Prior exposure to insurance products or ALM is a plus
- Familiarity with Bloomberg, FactSet, or risk systems (MSCI, Barra, Bloomberg PORT) a plus
Responsibilities
- Construct and optimize asset portfolios for reinsurance blocks and retail insurance products (annuities, life, PRT)
- Develop asset allocation models incorporating regulatory capital requirements, duration matching, and cash flow needs
- Support new business pricing by modeling optimal allocations and expected returns for proposed transactions
- Enhance ALM framework to support deal evaluation and portfolio construction
- Develop attribution frameworks to explain portfolio performance by asset class, sector, duration, and credit quality
- Analyze market impacts including interest rate movements, credit spreads, and equity volatility
- Monitor portfolios using quantitative approaches, coordinating with actuarial, risk, and finance teams
- Prepare presentations for senior investment committees and portfolio managers
- Expand platform to support new asset types (private credit, structured products, real assets) and liability types
- Maintain and enhance quantitative models tailored to insurance investment processes
- Work with IT teams to automate and institutionalize models, leveraging modern technology
- Serve as quantitative resource, evaluating tools and recommending improvements
Benefits
- Discretionary bonus, based on factors such as individual and team performance
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
