Insurance Portfolio Optimization & Construction

Added
1 day ago
Type
Full time
Salary
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Related skills

python excel powerpoint bloomberg factset

📋 Description

  • Construct and optimize asset portfolios for reinsurance blocks and retail products.
  • Develop asset allocation models with regulatory capital, duration, and cash flow.
  • Support pricing by modeling allocations and expected returns for proposed transactions.
  • Enhance ALM framework for deal evaluation and portfolio construction.
  • Develop attribution frameworks for performance by asset class, duration, credit quality.
  • Analyze market impacts including interest rates, credit spreads, and equity volatility.

🎯 Requirements

  • Bachelor's degree required; Master’s/PhD preferred in quantitative fields.
  • 0–3 years in fixed income portfolio management or quantitative research.
  • Strong Python proficiency (required).
  • Experience with large datasets and quantitative methods.
  • Proficiency in Excel and PowerPoint.
  • Familiarity with Bloomberg, FactSet, or risk systems (MSCI/Barra) a plus.

🎁 Benefits

  • Equal opportunity employer; diversity and inclusion commitment.
  • Reasonable accommodations available during application/interview.
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