Solutions Analyst

Description
Position Overview:

The Solutions team performs bespoke quantitative portfolio analytics and offers strategic portfolio advisory services for key clients and prospects, working across insurance and broader institutional mandates. Solutions sits within Insurance Investments, which is responsible for managing insurance clients’ portfolios, and delivers its work through a suite of proprietary systematic platforms. We are seeking a highly motivated individual who can support quantitative analyses by using, maintaining, and enhancing proprietary in-house models for risk and return attribution, asset-liability management, strategic asset allocation, private-market stochastic models, and capital optimization. Ideal candidates will be highly quantitative, skilled programmers who can face clients.

Primary Responsibilities:

Run bespoke analyses for insurance and institutional clients, such as portfolio optimization, asset-liability management, liquidity analysis and regime analysis
Run risk and return attribution analyses across multi-asset portfolios for clients and internal portfolio managers using proprietary quantitative attribution tools
Prepare written summaries and deliver analyses to clients and client portfolio managers, including recurring monthly and quarterly updates
Extend existing and build new infrastructure for in-house analytical and quantitative capabilities, such as capital markets modeling, portfolio optimization, stochastic scenario modeling, and private markets pacing modeling
Use the suite of in-house tools to help clients construct robust, all-weather portfolios and solutions that seek to deliver specific outcomes
Manage and enhance the underlying application infrastructure, including large-scale databases and web-based deliverables, incorporating best-in-class AI tools and practices
Conduct generalist quantitative research using demonstrable market knowledge and intuition across multiple asset classes and investment vehicles, including fixed income and alternative asset classes
Develop deep knowledge of quantitative systematic strategies across equities, fixed income, and hedge funds, and sustain and expand an extensive cross-asset strategy backtesting system
Produce thought leadership through industry presentations, white papers, and custom research on timely market topics
Support client coverage and portfolio management by conducting analyses, developing materials, and collaborating with internal stakeholders on product solutions that address new market opportunities
Develop sufficient knowledge of the firm's capabilities, products and services to support client initiatives, coverage and portfolio management

Key Requirements / Qualifications: (essential unless otherwise stated)

Advanced degree in financial engineering, mathematics, statistics, computer science, or a similar quantitative field or a bachelor’s degree in a relevant field combined with at least 2 years of applicable work experience
Demonstrated strong ability in quantitative programming required; Python and R are a plus
Progress on CFA or actuarial exams is a plus
Experience in insurance or asset management is a plus
Excellent communication and presentation skills
Ability to develop strong relationships with both internal and external stakeholders
Strong level of self-direction, ownership and initiative