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Quantitative Analyst

Req Id:  2777
Job Location: 

Charlotte, NC, US, 28277

Brighthouse Financial is on a mission to help people achieve financial security. As one of the largest providers of annuities and life insurance in the U.S., we specialize in products designed to help people protect what they’ve earned and ensure it lasts. We are built on a foundation of experience and knowledge, which allows us to keep our promises and provide the value they deserve.

 

At Brighthouse Financial, we’re fostering a culture where diverse backgrounds and experiences are celebrated, and different ideas are heard and respected. We believe that by creating an inclusive workplace, we’re better able to attract and retain our talent, provide valuable solutions that meet the needs of our advisors and their clients, and deliver on our mission of helping more people achieve financial security. We’re seeking passionate, high-performing team member to join us. Sound like you? Read on. 

 

How This Role Contributes to Brighthouse Financial:

This position supports variable and fixed annuity asset liability management and risk assessment. This role reports to the Director in variable annuity asset liability management with a focus on reporting, modeling, sensitivity analysis, project management, and documentation. This individual will support the asset liability management team in producing periodical risk reports and performance attribution and will likely work with more than one team.  Contributions include developing, improving, documenting and evolving hedge related reporting and analysis. The successful candidate will have strong technical skills in data processing, analysis and reporting using MS Office as well as various database and programming languages. 

 

Key Responsibilities:

•    Support hedging and risk management of variable annuities with living benefit riders (VA), fixed annuities (FA), and structured indexed annuities (SIA).
•    Derivative asset valuation in support of the reporting, hedging performance attribution, projection and risk measurement. 
•    Perform periodic risk analysis and sensitivity study.
•    Perform hedge performance analysis and attribution reporting using Python, MS Office products, SQL, etc.
•    Keep strong documentation on modeling updates, process changes and control.
•    Coordinate with business constituents in maintaining consistency in production process, implementation schedule, assumptions, modeling approach and regulatory and reporting changes.
•    Respond to internal and external audit and review with documentation and analysis. 

 

Essential Business Experience and Technical Skills:

•    Degree in physics, computer science, engineering, mathematics, statistics, or actuarial science
•    Understanding of equity and fixed income markets and securities, derivative pricing, risk management
•    5+ years related work experience with derivatives, modeling and quantitative finance
•    Strong computing and programming skills with experience in 2 or more of the following: Python, Java, C++, VBA, SQL, etc.          
•    Demonstrated analytical problem-solving skills
•    Strong communication skills
•    Ability to work well in a team
•    Positive attitude with an eagerness to learn
•    Can adjust work resources and deadlines in response to changing business priorities

 

Our Benefits:

  • Time Off: Minimum of 20 days of paid time off and 13 paid company holidays per full calendar year, plus paid volunteer time
  • Financial Benefits: 401(k) savings plan with up to a 6% annual match and 3% annual company nondiscretionary contribution of eligible compensation, annual incentive plan, and employee stock purchase plan
  • Family Focus: Up to 16 weeks of paid leave for new parents, back-up care program, dependent care flexible spending account, and adoption and surrogacy assistance
  • Health and Welfare: Competitive medical, vision and dental plans, plus tax-free health savings accounts with potential company contributions up to $1,000 per family
  • Wellness Programs: Wellness incentive platform, employee assistance program, financial counseling services, fitness center discounts and more
  • Life & Disability Benefits: Company-paid basic life insurance and short-term disability

 

Travel:

Up to 10%