AVP Quantitative Analysis - New Markets

Athene
Toronto, Austin
Workplace: HybridFull timeFunction: Capital Markets, Trading & QuantExperience: 7+ yearsEducation: bachelorsSkills: ["Critical thinking","Attention to model quality","Sound judgment","Responsible use of AI"]

Lead quantitative analytics supporting the design, evaluation, and ongoing monitoring of annuity and investment insurance products for New Markets. Build stochastic and Monte Carlo simulation models, perform derivative modeling and pricing of embedded guarantees, and run historical backtesting and scenario analysis. Translate complex product structures into metrics that explain expected outcomes, risks, and sensitivities, working closely with Product, Asset Management, Derivatives Risk, and Modeling partners.

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Athene
Athene
1 day ago

AVP Quantitative Analysis - New Markets

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Last checked: 16 hours agoStatus: Live

Job Summary

Lead quantitative analytics supporting the design, evaluation, and ongoing monitoring of annuity and investment insurance products for New Markets. Build stochastic and Monte Carlo simulation models, perform derivative modeling and pricing of embedded guarantees, and run historical backtesting and scenario analysis. Translate complex product structures into metrics that explain expected outcomes, risks, and sensitivities, working closely with Product, Asset Management, Derivatives Risk, and Modeling partners.
Location: Toronto, Austin
Workplace: Hybrid
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant

Key Responsibilities

  • •Design, build, and maintain stochastic models and Monte Carlo simulation engines to quantify and explain outcomes for stable value wrap programs, insurance guarantees, and 401(k) target date fund and total portfolio strategies.
  • •Perform derivative modeling and pricing to value guarantees and hedge structures embedded in New Markets products, producing appropriate valuation model outputs.
  • •Generate standardized outcome and risk metrics (e.g., projected wealth distributions, income target probabilities, downside/tail, drawdown and sequencing risk) to inform product design and oversight.
  • •Develop and maintain historical backtesting frameworks and perform scenario analysis to evaluate behavior across market regimes and summarize key drivers for governance and product reviews.
  • •Build reproducible analytics and simulation pipelines in Python supported by SQL and AI tools, including testing, version control, parameter traceability, documentation, and audit-ready outputs.

Key Requirements

  • •7+ years of relevant quantitative analytics, risk analytics, investment analytics, retirement analytics, or derivatives modeling experience, including stochastic modeling, pricing, and historical back-testing.
  • •Advanced proficiency in Python and SQL for quantitative analysis, data extraction, and transformation, plus experience with analytical tools such as Excel, Bloomberg, MATLAB, or VBA.
  • •Experience developing reproducible, well-controlled research and modeling workflows (version control, testing, code review, parameter traceability) with strong attention to model quality and risk.
  • •Ability to apply AI tools responsibly to accelerate research and modeling while exercising sound judgment and appropriate validation.
  • •Bachelor’s degree (or equivalent experience) in a quantitative field such as financial engineering, finance, economics, mathematics, or statistics; advanced degree preferred.
Experience:7+ yearsCapital marketsInvestment analyticsRetirement analyticsDerivatives modelingStable valueInsuranceDefined contribution
Education:Bachelor's in financial engineering, finance, economics, mathematics, statistics, or a related quantitative field
Skills:Critical thinkingAttention to model qualitySound judgmentResponsible use of AI
Certifications:CFAFRM
Tech Stack:PythonSQLExcelBloombergMATLABVBAMonte CarloStochastic modelingDerivative modelingAI tools

Company Brief

Athene
Provides retirement services and retirement solutions including fixed and indexed annuities, reinsurance, and institutional products to help individuals and institutions manage retirement risks and savings.
Industry: Insurance
Company Size: Enterprise (1,001+ employees)
Growth: Established Company
Headquarters: Hamilton, Bermuda
Founded: 2009
WebsiteLinkedIn