Lead Quantitative Analyst responsible for leading projects for multiple aspects of variable, structured and fixed annuity asset and liability management (ALM), including hedging, reporting, modeling, and sensitivity analysis.
Requirements
- Degree in mathematics, statistics, physical science or actuarial science
- 10+ years of experience in equity and interest rate derivative pricing and sensitivity calculation, modeling and quantitative finance
- Experience developing and implementing production-quality systems, with strong proficiency in Python and SQL
- Strong relational database design skills: data modeling, entity-relationship diagramming, database normalization
- High level math skills in calculus, linear algebra, differential equations, stochastic processes
- Strong general analytical problem-solving skills
- Strong communication skills with people who have widely varying backgrounds
- Strong documentation skills
- Ability to work well in a team and lead projects
- Positive attitude with an eagerness to learn
- Comfortable with performing a critical function for Brighthouse
Benefits
- Compensation – Base salary ranging from $160,000 to $210,000 plus competitive performance-based incentives determined by company and individual results
- Flexible Work Environment – Work remotely or in the office to better thrive in all areas of life
- Paid Time Off – Recharge with a minimum of 20 days of paid time off and 16 paid company holidays per calendar year plus paid volunteer time and paid study time
- Financial Health – Work toward achieving your financial goals through our 401(k) savings plan with company match (up to 6%) and annual company nondiscretionary contribution (3%)
- Health and Wellness – Enjoy competitive medical, vision, and dental plans plus tax-free health savings accounts with potential company contributions up to $1,000 per family
- Family Support – Care for loved ones with up to 16 weeks of paid leave for new parents, back-up dependent care, dependent care flexible spending account, and up to a $25,000 lifetime maximum during your adoption, infertility, or surrogacy journey
- Life and Disability Support – Gain access to company-paid basic life insurance and short-term disability insurance
