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11 дней назад

AVP New Markets Quantitative Analysis

Формат работы
hybrid
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
US/Canada
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
AVP New Markets Quantitative Analysis (stochastic modeling/insurance analytics): Designing quantitative models for stable value wrap programs, insurance guarantees, and 401(k) target date fund and total portfolio strategies with an accent on Monte Carlo simulation, derivative pricing, and historical back testing. Focus on building reproducible Python and SQL analytics pipelines, quantifying risk and outcomes, and supporting product design, hedging, and asset-liability management decisions.

Location: Hybrid schedule with four days in office and one day working from home in West Des Moines, Iowa; Austin, Texas; or Toronto, Ontario

Company

hirify.global develops annuity, investment insurance, stable value, and related financial products for customers and financial professionals.

What you will do

  • Design, build, and maintain stochastic models and Monte Carlo simulation engines for stable value wrap programs, insurance guarantees, and 401(k) target date fund and total portfolio strategies.
  • Perform derivative modeling and pricing for guarantees and hedge structures embedded in New Markets products.
  • Generate outcome and risk metrics covering projected wealth distributions, income targets, downside outcomes, drawdown risk, and sequencing risk.
  • Develop historical back-testing frameworks and scenario analyses across market regimes and stress environments.
  • Analyze stable value crediting-rate mechanics, market-to-book ratios, wrap capacity, insurance guarantee costs, and portfolio risk.
  • Build reproducible Python and SQL analytics pipelines with testing, version control, data lineage, and audit-ready documentation.

Requirements

  • 8+ years of relevant experience in quantitative, risk, investment, retirement, or derivatives analytics.
  • Advanced proficiency in Python and SQL, with experience using tools such as Excel, Bloomberg, MATLAB, or VBA.
  • Experience with stochastic modeling, pricing, historical back testing, and recurring analytical deliverables.
  • Experience developing controlled research and modeling workflows with version control, testing, code review, and parameter traceability.
  • Knowledge of capital markets, financial and economic principles, investment, and insurance; experience with annuities, stable value, derivatives, or defined contribution solutions is preferred.
  • Bachelor’s degree or equivalent experience in financial engineering, finance, economics, mathematics, statistics, or a related quantitative field; an advanced degree is preferred.

Nice to have

  • CFA, FRM, or actuarial credentials.
  • Experience applying AI tools responsibly to research, analysis, model development, or process improvement.

Culture & Benefits

  • Inclusive and dynamic work environment.
  • Hybrid work schedule with one day working from home each week.
  • Military Friendly Employer and Equal Opportunity Employer.

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