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Quantitative Analyst in Reinsurance
2 months ago
Brookfield Place in New York
About the Company - Reinsurance Sector
Brookfield Reinsurance Ltd. operates under Brookfield's Insurance Solutions, specializing in delivering insurance and reinsurance services to both individuals and institutions, overseeing around $100 billion in assets. The firm provides a comprehensive array of insurance offerings, including life insurance, annuities, and property & casualty insurance.
Company Culture
Brookfield fosters a distinctive culture that emphasizes values such as being Entrepreneurial, Collaborative, and Disciplined. The organization is committed to nurturing its workforce through challenging roles and exposure to a variety of business sectors.
Position Overview:
Brookfield Insurance Solutions Role
Brookfield Reinsurance Partners Ltd., a newly established division of Brookfield, aspires to be a premier reinsurance collaborator in the market, offering capital-driven solutions to insurance firms. The focus is on providing diverse capital solutions, encompassing reinsurance and life insurance products, to insurance entities across North America, the U.K., and Europe.
Role in Quantitative Solutions
The Quantitative Solutions team is tasked with fulfilling the analytical requirements of the business by collaborating with various departments to create quantitative frameworks, implement risk management models, and enhance investment portfolios. We are seeking an associate to join the team who will assist in the research, development, and execution of strategies pertaining to asset-liability management, asset allocation, and risk management. This position necessitates expertise in Python, SQL, and cloud-based technologies.
Key Responsibilities
- Engage in the formulation of asset allocation strategies and the optimization of investment portfolios.
- Oversee investment activities, liquidity management, and asset allocations.
- Conduct analyses on financial models and perform risk assessments.
- Enhance the investment pipeline and evaluate new asset classes.
- 2-4 years of experience in a quantitative capacity.
- Advanced degree in financial engineering, statistics, mathematics, or a related discipline.
- Proficient in Python, SQL, and Excel/VBA.
- Familiarity with quantitative methodologies in economics and investments.
- Strong interpersonal and communication abilities.
- Detail-oriented, intellectually curious, and self-motivated.
- Able to thrive in a fast-paced, team-oriented setting.
- Experience in portfolio construction and insurance is advantageous.
- Willingness to relocate to New York, NY.
We are dedicated to fostering a positive and respectful work environment that values diversity and equal opportunities. Only candidates selected for pre-screening will be contacted.
