Blackstone Credit & Insurance - QDR-Quant – Senior Associate

Blackstone
New York
Workplace: OnsiteFull timeUSD 160,000 - 215,000 annuallyFunction: Insurance & ActuarialExperience: 2+ yearsEducation: mastersSkills: ["Risk management","Documentation","Model governance","Collaboration"]

Develop and apply quantitative models across credit and insurance-related asset classes, including statistical and behavior models for insurance liabilities. Build risk management analytics capturing market, actuarial, and behavioral exposures; create portfolio optimization algorithms and scenario analyses for macroeconomic events. Implement full-cycle model development with documentation, manage model/data governance, and partner with Technology to automate and scale reporting processes.

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Blackstone
Blackstone
1 day ago

Blackstone Credit & Insurance - QDR-Quant – Senior Associate

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Job Summary

Develop and apply quantitative models across credit and insurance-related asset classes, including statistical and behavior models for insurance liabilities. Build risk management analytics capturing market, actuarial, and behavioral exposures; create portfolio optimization algorithms and scenario analyses for macroeconomic events. Implement full-cycle model development with documentation, manage model/data governance, and partner with Technology to automate and scale reporting processes.
Location: New York
Workplace: Onsite
Employment Type: Full time
Job Function: Insurance & Actuarial
Seniority: Mid level

Key Responsibilities

  • •Develop and use models of investment instruments across multiple asset classes, including statistical and behavior models of insurance company liabilities.
  • •Create risk management analytics capturing exposures to market, actuarial, and behavioral factors.
  • •Construct portfolio optimization algorithms and risk scenarios to estimate impacts of macroeconomic events, including statistical approaches for Monte Carlo paths.
  • •Model and project insurance company capital evolution based on assumptions of future decisions.
  • •Implement full-cycle quantitative model development with comprehensive documentation and manage/govern models, data, and analytics while partnering with Technology to automate and streamline reporting.

Pay and Benefits

Salary: USD 160,000 - 215,000 annually
Equity and Bonus:Equity
Perks:Health InsuranceDentalVisionPaid LeaveLife Insurance401kFsa

Key Requirements

  • •Master’s degree (or foreign equivalent) in Financial Engineering, Statistics, Mathematics, or a related field.
  • •Minimum 2 years of experience in the job offered or related occupations.
  • •Minimum 2 years using a graph-based programming platform (Slang or SecDB) with advanced machine learning techniques and statistical tools.
  • •Minimum 2 years of experience with specialized Python modules including sklearn, tensorflow, cvxpy, and statsmodels.
  • •Minimum 2 years strong proficiency with SQL and Python, including coding versioning experience (GitHub and CVS) and Big Data tools (Hadoop, Spark, Pyspark).
Experience:2+ years
Education:Master's in Financial Engineering, Statistics, Mathematics (or related field)
Skills:Risk managementDocumentationModel governanceCollaboration
Tech Stack:SlangSecDBPythonSklearnTensorflowCvxpyStatsmodelsSQLGitHubCVSHadoopSparkPysparkMonte Carlo

Company Brief

Blackstone
Global alternative asset manager specializing in private equity, real estate, credit, and hedge fund solutions. Provides investment management and advisory services to institutional and individual investors worldwide.
Industry: Asset Management
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: New York, United States
Founded: 1985
WebsiteLinkedIn