Job Description

A globally leading insurance firm is hiring an AVP in Quantitative Risk - Capital Markets Hedging to drive key initiatives around capital markets hedging and insurance liability modeling, with a focus on life and annuity products. This individual contributor role is highly visible, supporting the buildout of a proprietary Python-based risk platform used for hedging strategies, scenario generation, and automated reporting. Responsibilities Identify and correct data issues through automated controls and frameworks. Enhance and maintain the firm's internal Edge risk platform. Partner with Risk, Investments, Finance, Actuarial, IT, and Data teams to ensure model accuracy, clean data, and reliable risk reporting. Support hedging strategy design for annuity and reinsurance portfolios. Develop attribution tools to align asset allocations to liability products with configurable constraints. Requirements Deep experience in quantitative modeling and capital markets hedging. Strong understanding of insurance liabilities, particularly annuities (preferred). Skilled in Python, with proven experience building models from scratch. Background in risk analytics for capital markets, insurance, or similar domains. Insurance background strongly preferred Ideally 3-5 years of experience in quantitative analytics/risk Location: New York 5 days in office No visa sponsorship provided Desired Skills and Experience A leading insurance firm is hiring an AVP in Quantitative Risk to drive key initiatives around capital markets hedging and insurance liability modeling, with a focus on life and annuity products. This individual contributor role is highly visible, supporting the buildout of a proprietary Python-based risk platform used for hedging strategies, scenario generation, and automated reporting. Responsibilities *Identify and correct data issues through automated controls and frameworks. *Enhance and maintain the firm's internal Edge risk platform. *Partner with Risk, Investments, Finance, Actuarial, IT, and Data teams to ensure model accuracy, clean data, and reliable risk reporting. *Support hedging strategy design for annuity and reinsurance portfolios. *Develop attribution tools to align asset allocations to liability products with configurable constraints. Requirements *Deep experience in quantitative modeling and capital markets hedging. *Strong understanding of insurance liabilities, particularly annuities (preferred). *Skilled in Python, with proven experience building models from scratch. *Background in risk analytics for capital markets, insurance, or similar domains. *Insurance Background strongly preferred

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