Role Summary

HIGHLIGHTS

Associate-level quantitative role supporting Ares Insurance Solutions for Aspida life and annuity platforms in New York. You will build fixed-income pricing models, support ALM and portfolio optimization, design hedging strategies, and produce risk/compliance and investment committee materials. Requires ~3+ years in asset management or financial services and strong Python/SQL skills.

JOB DESCRIPTION SUMMARY

Support ALM, asset allocation, and portfolio optimization for a life and annuity platform
Develop fixed-income pricing models and security-level analytics
Design hedging strategies for interest rate, prepayment, and FX risk
Work with Python, SQL and Databricks; strong Excel skills expected
Based in New York; flexibility to work US East Coast / Europe time zones

DOMAIN EXPERTISE

asset management or other financial services experience
fixed income pricing model development
portfolio optimization and asset allocation
hedging strategies for interest rate, prepayment, and FX risk
working with investment/security-level analytics

KEY REQUIREMENTS

Bachelor’s degree required in quantitative discipline
Minimum 3 years of asset management or financial services experience
Hands-on Python and SQL experience with applied statistics and optimization
Experience with fixed-income pricing, portfolio optimization, and hedging
Familiarity with investment data and security-level analytics

TECH STACK

Excel
Databricks

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Role Summary

HIGHLIGHTS

JOB DESCRIPTION SUMMARY

Support ALM, asset allocation, and portfolio optimization for a life and annuity platform
Develop fixed-income pricing models and security-level analytics
Design hedging strategies for interest rate, prepayment, and FX risk
Work with Python, SQL and Databricks; strong Excel skills expected
Based in New York; flexibility to work US East Coast / Europe time zones

DOMAIN EXPERTISE

asset management or other financial services experience
fixed income pricing model development
portfolio optimization and asset allocation
hedging strategies for interest rate, prepayment, and FX risk
working with investment/security-level analytics

KEY REQUIREMENTS

Bachelor’s degree required in quantitative discipline
Minimum 3 years of asset management or financial services experience
Hands-on Python and SQL experience with applied statistics and optimization
Experience with fixed-income pricing, portfolio optimization, and hedging
Familiarity with investment data and security-level analytics

TECH STACK

Excel
Databricks

Role Summary

HIGHLIGHTS

JOB DESCRIPTION SUMMARY

Support ALM, asset allocation, and portfolio optimization for a life and annuity platform
Develop fixed-income pricing models and security-level analytics
Design hedging strategies for interest rate, prepayment, and FX risk
Work with Python, SQL and Databricks; strong Excel skills expected
Based in New York; flexibility to work US East Coast / Europe time zones