Quantitative Analyst (Charlotte, NC (Hybrid) or Remote)

Overview

This role supports multiple aspects of variable, structured, and fixed annuity asset and liability management (ALM), including hedging, reporting, modeling, and sensitivity analysis. The organization offers a flexible hybrid work model with the option to work remotely or in the office.

Responsibilities

• Hedge variable, structured, and fixed annuities using equity and interest rate derivatives.
• Perform risk management and derivative valuation to support risk analysis and hedging.
• Improve risk modeling, streamline hedging processes and tools, and implement new hedging methods by prototyping in MS Excel or Python.
• Partner with IT and other teams to implement and automate hedging processes using Python, SQL, git, and other tools.
• Generate key reports for senior management on hedging program performance.
• Communicate with business constituents across multiple departments.

Requirements

• Master’s degree preferred in mathematics, statistics, physical science, or actuarial science.
• Experience in equity and interest rate derivative pricing and sensitivity calculation, modeling, and quantitative finance.
• Strong programming skills in Python and SQL (experience with other languages is a plus).
• Advanced math/quantitative finance skills, including statistics, calculus, linear algebra, differential equations, stochastic processes, and equity and interest rate models.
• Strong analytical problem-solving skills.
• Strong communication skills with individuals who have widely varying backgrounds.
• Strong process and modeling documentation skills.
• Ability to work well in a team.
• Positive attitude and eagerness to learn.
• Comfort performing a critical function.

Preferred Qualifications

• Experience with visualization tools and packages.

Compensation & Benefits

• Base salary: $110,000 to $130,000 plus competitive performance-based incentives determined by company and individual results.
• Flexible work environment: Remote or office work options.
• Paid time off: Minimum of 20 days of paid time off and 16 paid holidays per calendar year, plus paid volunteer time and paid study time.
• 401(k) savings plan: Company match up to 6% and annual company nondiscretionary contribution of 3%.
• Health and wellness: Competitive medical, vision, and dental plans, plus tax-free health savings accounts with potential company contributions up to $1,000 per family.
• Family support: 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 adoption, infertility, or surrogacy.
• Life and disability support: Company-paid basic life insurance and short-term disability insurance.

Location

Hybrid role with the option to work remotely or in the office. The organization and the department may occasionally gather in person throughout the year for company-wide and department-wide events.