Lead Quantitative Analyst (charlotte, Nc (hybrid) Or Remote)

Brighthouse Services LLC

Charlotte, NC, US
On-site
10+ years experience in equity derivatives
Expertise in interest rate derivative pricing
Strong proficiency in python programming
This role leads projects for variable, structured, and fixed annuity asset and liability management including hedging and sensitivity analysis

Job Summary

  • This role leads projects for variable, structured, and fixed annuity asset and liability management including hedging and sensitivity analysis.
  • Candidates will apply risk management and derivative valuation skills to hedge Brighthouse products using equity and interest rate derivatives.
  • The position involves collaborating with IT to automate hedging processes using Python and SQL while generating key reports for senior management.

Matching Summary

This role leads projects for variable, structured, and fixed annuity asset and liability management including hedging and sensitivity analysis.

Skills & Requirements

Must-have

  • 10+ years experience in equity derivatives
  • Expertise in interest rate derivative pricing
  • Strong proficiency in Python programming
  • Advanced SQL skills for data systems
  • Experience with ALM and hedging models

Nice-to-have

  • Data visualization tools experience
  • Additional programming languages knowledge
  • Prototyping capabilities in MS Excel
  • Cross-departmental communication skills

Key Requirements

  • Degree in mathematics, statistics, physical science or actuarial science
  • 10+ years of experience in quantitative finance
  • Production-quality system development experience

Work Rights

Not specified

Tailored Resume

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