Quantitative Analyst (Charlotte, NC (Hybrid) or Remote)
About the role
Our flexible, hybrid work model offers the option to work remotely or in the office. As a Quantitative Analyst, you’ll be responsible for multiple aspects of variable, structured and fixed annuity asset and liability management (ALM), including hedging, reporting, modeling, and sensitivity analysis. You’ll be part of the team that hedges Brighthouse variable, structured and fixed annuities with equity and interest rate derivatives, applying your skills in risk management and derivative valuation for risk analysis and hedging. You’ll improve modeling of risk, streamline hedging processes and tools, and implement new hedging methods by prototyping in MS Excel or Python. You’ll work with IT and others to implement and automate hedging processes using Python, SQL, git and other tools, generate key reports for senior management on the performance of hedging programs, and communicate with business constituents in multiple other departments at Brighthouse. Research shows some people may not apply for a role if they don’t check all the boxes of a job description. If you don’t check every box listed, that’s okay – we’d love to hear from you.
Responsibilities
- Hedge variable, structured and fixed annuities with equity and interest rate derivatives.
- Perform reporting, modeling, and sensitivity analysis for ALM.
- Apply risk management and derivative valuation skills for risk analysis and hedging.
- Improve risk modeling, streamline hedging processes and tools, and implement new hedging methods (prototyping in MS Excel or Python).
- Work with IT and others to implement and automate hedging processes using Python, SQL, git and other tools.
- Generate key reports for senior management on hedging program performance.
- Communicate with business constituents across multiple departments.
Requirements
- Master’s degree preferred in mathematics, statistics, physical science, or actuarial science.
- Experience in equity and interest rate derivative pricing, sensitivity calculation, modeling, and quantitative finance.
Skills
- Strong programming skills in Python and SQL (experience with other languages a plus).
- Experience with visualization tools and packages (a plus).
- Advanced math/quantitative finance skills: statistics, calculus, linear algebra, differential equations, stochastic processes, equity and interest rate models.
- Strong general analytical problem‑solving skills.
- Strong communication skills with people of widely varying backgrounds.
- Strong process and modeling documentation skills.
- Ability to work well in a team.
- Positive attitude with an eagerness to learn.
- Comfortable performing a critical function for Brighthouse.