AVP New Markets Quantitative Analysis

Athene
Austin, Toronto
Workplace: HybridFull timeFunction: Capital Markets, Trading & QuantExperience: 8+ yearsEducation: bachelorsSkills: ["Critical thinking","Attention to model quality","Sound judgment","Validation","Documentation"]

Own quantitative analytics for New Markets product design and oversight, translating annuities and insurance guarantees into stochastic models. Build and maintain Monte Carlo and reproducible simulation pipelines in Python using SQL-sourced time series data, and run derivative modeling, pricing, and historical back-testing. Produce standardized risk and outcome metrics to support stable value wrap programs, hedging, and governance reviews in partnership with Product, Asset Management, and Risk teams.

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Athene
Athene
1 day ago

AVP New Markets Quantitative Analysis

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Job Summary

Own quantitative analytics for New Markets product design and oversight, translating annuities and insurance guarantees into stochastic models. Build and maintain Monte Carlo and reproducible simulation pipelines in Python using SQL-sourced time series data, and run derivative modeling, pricing, and historical back-testing. Produce standardized risk and outcome metrics to support stable value wrap programs, hedging, and governance reviews in partnership with Product, Asset Management, and Risk teams.
Location: Austin, Toronto
Workplace: Hybrid
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Mid level

Key Responsibilities

  • •Design, build, and maintain stochastic models and Monte Carlo simulation engines to quantify expected outcomes for stable value wrap programs, insurance guarantees, and 401(k) target date fund/total portfolio strategies.
  • •Perform derivative modeling and pricing to value guarantees and embedded hedge structures, and generate risk/outcome metrics to inform product design and internal oversight.
  • •Develop and maintain historical back-testing frameworks and perform scenario analysis for governance and product reviews, including risk analysis of assets and liabilities.
  • •Conduct stable value and insurance guarantee analytics (e.g., crediting-rate mechanics, market-to-book ratios, wrap capacity, and guarantee cost/risk under stochastic scenarios) supporting hedging and asset-liability activities.
  • •Build reproducible analytics and simulation pipelines with testing, version control, and data lineage/quality checks, maintaining templates, runbooks, and documentation for audit readiness.

Key Requirements

  • •8+ years in quantitative analytics, risk analytics, investment analytics, retirement analytics, derivatives modeling, or related work, including stochastic modeling, historical back-testing, and recurring analytical deliverables.
  • •Advanced proficiency in Python and SQL for quantitative analysis, data extraction, and transformation, with experience using Excel plus tools such as Bloomberg, MATLAB, or VBA.
  • •Experience building reproducible, well-controlled research/modeling workflows with version control, testing, code review, and parameter traceability.
  • •Ability to use AI tools responsibly to accelerate research, analysis, and model development while applying sound judgment and validation.
  • •Strong knowledge of capital markets and financial/economic/investment/insurance principles (annuites, stable value, derivatives trading or defined contribution solutions); CFA/FRM/actuarial credentials preferred.
Experience:8+ yearsInsuranceCapital marketsRetirement analyticsDerivativesStochastic modeling
Education:Bachelor's in financial engineering, finance, economics, mathematics, statistics, or a related quantitative field
Skills:Critical thinkingAttention to model qualitySound judgmentValidationDocumentation
Tech Stack:PythonSQLExcelBloombergMATLABVBAMonte CarloSpreadsheetsDatabases

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