Note: The job is a remote job and is open to candidates in USA. Brighthouse Financial is on a mission to help people achieve financial security. As a Lead Quantitative Analyst, you’ll be responsible for leading projects in asset and liability management, including hedging and reporting.
Responsibilities
- Be part of the team that hedges Brighthouse variable, structured and fixed annuities with equity and interest rate derivatives
- Apply your skills in risk management and derivative valuation for risk analysis and hedging
- Improve modeling of risk, streamline hedging processes and tools, and implement new hedging methods by prototyping in MS Excel or Python
- Work with IT and others to implement and automate hedging processes using Python, SQL and other tools
- Generate key reports for senior management on the performance of hedging programs
- Communicate with business constituents in multiple other departments at Brighthouse
- Lead projects encompassing all the above for business-critical purpose
Skills
- Degree in mathematics, statistics, physical science or actuarial science
- 10+ years of experience in equity and interest rate derivative pricing and sensitivity calculation, modeling and quantitative finance
- Experience developing and implementing production‑quality systems, with strong proficiency in Python and SQL
- Strong relational database design skills: data modeling, entity-relationship diagramming, database normalization
- High level math skills in calculus, linear algebra, differential equations, stochastic processes
- Strong general analytical problem-solving skills
- Strong communication skills with people who have widely varying backgrounds
- Strong documentation skills
- Ability to work well in a team and lead projects
- Positive attitude with an eagerness to learn
- Comfortable with performing a critical function for Brighthouse
- Additional programming languages and experience with data visualization tools are a plus
Benefits
- Flexible Work Environment – Work remotely or in the office to better thrive in all areas of life.
- Paid Time Off – Recharge with a minimum of 20 days of paid time off and 16 paid company holidays per calendar year plus paid volunteer time and paid study time.
- Financial Health – Work toward achieving your financial goals through our 401(k) savings plan with company match (up to 6%) and annual company nondiscretionary contribution (3%).
- Health and Wellness – Enjoy competitive medical, vision, and dental plans plus tax-free health savings accounts with potential company contributions up to $1,000 per family.
- Family Support – Care for loved ones with 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 your adoption, infertility, or surrogacy journey.
- Life and Disability Support – Gain access to company-paid basic life insurance and short-term disability insurance.
Company Overview