Quantitative Risk Associate Job at Selby Jennings, New York, NY

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  • Selby Jennings
  • New York, NY

Job Description

A globally leading insurance firm is hiring an AVP in Quantitative Risk - Capital Markets Hedging to drive key initiatives around capital markets hedging and insurance liability modeling, with a focus on life and annuity products. This individual contributor role is highly visible, supporting the buildout of a proprietary Python-based risk platform used for hedging strategies, scenario generation, and automated reporting.

Responsibilities

  • Identify and correct data issues through automated controls and frameworks.
  • Enhance and maintain the firm's internal Edge risk platform.
  • Partner with Risk, Investments, Finance, Actuarial, IT, and Data teams to ensure model accuracy, clean data, and reliable risk reporting.
  • Support hedging strategy design for annuity and reinsurance portfolios.
  • Develop attribution tools to align asset allocations to liability products with configurable constraints.

Requirements

  • Deep experience in quantitative modeling and capital markets hedging.
  • Strong understanding of insurance liabilities, particularly annuities (preferred).
  • Skilled in Python, with proven experience building models from scratch.
  • Background in risk analytics for capital markets, insurance, or similar domains.
  • Insurance background strongly preferred
  • Ideally 3-5 years of experience in quantitative analytics/risk

Location: New York
5 days in office
No visa sponsorship provided


Desired Skills and Experience

A leading insurance firm is hiring an AVP in Quantitative Risk to drive key initiatives around capital markets hedging and insurance liability modeling, with a focus on life and annuity products. This individual contributor role is highly visible, supporting the buildout of a proprietary Python-based risk platform used for hedging strategies, scenario generation, and automated reporting.

Responsibilities
*Identify and correct data issues through automated controls and frameworks.
*Enhance and maintain the firm's internal Edge risk platform.
*Partner with Risk, Investments, Finance, Actuarial, IT, and Data teams to ensure model accuracy, clean data, and reliable risk reporting.
*Support hedging strategy design for annuity and reinsurance portfolios.
*Develop attribution tools to align asset allocations to liability products with configurable constraints.

Requirements
*Deep experience in quantitative modeling and capital markets hedging.
*Strong understanding of insurance liabilities, particularly annuities (preferred).
*Skilled in Python, with proven experience building models from scratch.
*Background in risk analytics for capital markets, insurance, or similar domains.
*Insurance Background strongly preferred

Job Tags

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