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

Summary

Brighthouse Financial provides annuity and life insurance products designed to help people achieve financial security. The Quantitative Analyst will support asset and liability management for variable, structured, and fixed annuities through hedging, reporting, modeling, and sensitivity analysis, while improving and automating hedging processes.

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, git 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

Skills

• Experience in equity and interest rate derivative pricing and sensitivity calculation, modeling and quantitative finance
• Strong programming skills in Python and SQL
• Advanced math/quantitative finance skills, e.g., statistics, calculus, linear algebra, differential equations, stochastic processes, equity and interest rate models
• Strong general analytical problem-solving skills
• Strong communication skills with people who have widely varying backgrounds
• Strong process and modeling documentation skills
• Ability to work well in a team
• Positive attitude with an eagerness to learn
• Comfortable with performing a critical function for Brighthouse
• Masters degree preferred in mathematics, statistics, physical science or actuarial science
• Experience in other languages is a plus
• Experience with visualization tools and packages is a plus

Qualifications

Must Haves

• Experience in equity and interest rate derivative pricing and sensitivity calculation, modeling and quantitative finance
• Strong programming skills in Python and SQL
• Advanced math/quantitative finance skills, e.g., statistics, calculus, linear algebra, differential equations, stochastic processes, equity and interest rate models
• Strong general analytical problem-solving skills
• Strong communication skills with people who have widely varying backgrounds
• Strong process and modeling documentation skills
• Ability to work well in a team
• Positive attitude with an eagerness to learn
• Comfortable with performing a critical function for Brighthouse

Nice to Haves

• Masters degree preferred in mathematics, statistics, physical science or actuarial science
• Experience in other languages is a plus
• Experience with visualization tools and packages is a plus

Benefits

• Competitive performance-based incentives determined by company and individual results.
• Work remotely or in the office.
• A minimum of 20 days of paid time off per calendar year.
• 16 paid company holidays per calendar year.
• Paid volunteer time.
• Paid study time.
• 401(k) savings plan with company match up to 6%.
• Annual company nondiscretionary contribution of 3%.
• Competitive medical, vision, and dental plans.
• Tax-free health savings accounts with potential company contributions up to $1,000 per family.
• Up to 16 weeks of paid leave for new parents.
• Back-up dependent care.
• Dependent care flexible spending account.
• Up to a $25,000 lifetime maximum during your adoption, infertility, or surrogacy journey.
• Company-paid basic life insurance.
• Short-term disability insurance.