Quantitative Insurance Solutions Analyst

About the role

The Quantitative Insurance Solutions Analyst plays a crucial role within Franklin Templeton Investment Solutions. They leverage advanced quantitative techniques and analytical skills to support the development of bespoke portfolio solutions for clients across various asset classes and geographies. This role requires a blend of technical proficiency, strategic thinking, and a collaborative spirit.

Responsibilities

• Utilize quantitative analyses including optimization, simulation, and proprietary tools to contribute to asset allocation studies and portfolio construction/hedging processes.
• Deep dive into issues to ensure effective resolution.
• Develop and improve the team's production engine to run standard and customized processes and reports for client accounts and model portfolios.
• Perform simulations and optimizations to support clients' needs.
• Follow up with data owners, developers, and modelers to resolve issues promptly.
• Identify opportunities to enhance the accuracy, efficiency, and scalability of analyses and implement automated solutions.
• Analyze trade-offs between proprietary solutions and off-the-shelf models, including cost-effectiveness and best risk factor structures, and advise senior management on the best path to better serve clients.
• Develop customized analytical tools to perform quantitative analyses based on client needs and prospective clients.
• Work closely with other divisions of the Firm, including client service, portfolio management, and risk management, to accurately disseminate and explain analyses to clients.
• Interface with several of the firm’s major proprietary and vendor-related systems and applications.

Requirements

• A Master’s Degree in a quantitative field such as Mathematical Finance or similar, with 3-5 years of related work experience.
• Working knowledge and experience analyzing fixed income instruments, particularly RMBS, CMBS, ABS, and CLO.
• Strong empirical, analytic, and technical skills.
• Strong teamwork skills.
• Experience with third-party analytic and risk systems like Yield Book, POINT, Bloomberg PORT, etc.
• Technical acumen with MS Excel/VBA, SQL, SAS, Python, R, or other software applications/languages.
• Strong verbal and written communication skills.
• Demonstrated technical acumen with MS Excel/VBA, SQL, SAS, Python, R, or other software applications/languages.
• Knowledge and experience in Machine Learning (ML) a plus.

Qualifications

• Master’s Degree in a quantitative field such as Mathematical Finance or similar.
• 3-5 years of related work experience.
• Working knowledge and experience analyzing fixed income instruments, particularly RMBS, CMBS, ABS, and CLO.
• Strong empirical, analytic, and technical skills.
• Strong teamwork skills.
• Experience with third-party analytic and risk systems like Yield Book, POINT, Bloomberg PORT, etc.
• Technical acumen with MS Excel/VBA, SQL, SAS, Python, R, or other software applications/languages.
• Strong verbal and written communication skills.
• Demonstrated technical acumen with MS Excel/VBA, SQL, SAS, Python, R, or other software applications/languages.
• Knowledge and experience in Machine Learning (ML) a plus.

Skills

• Quantitative Reasoning
• Financial and Analytical Skills
• Collaborative Problem-Solving
• Initiative and Innovation
• Technical Proficiency
• Teamwork
• Third-Party Systems Familiarity
• MS Excel/VBA, SQL, SAS, Python, R, or Other Software Applications/Languages
• Verbal and Written Communication
• Machine Learning (ML)

Benefits

• Paid Time Off
• Health Coverage
• Retirement Savings
• Equity & Investing
• Learning Education Assistance Program (LEAP)
• Employee Investment Benefits

Pay

$150,000 to $200,000 annually, with a competitive bonus.

Schedule

Hybrid work schedule

Location

Work Location: Pasadena, CA