3 months ago

Insurance Portfolio Optimization & Construction

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Last checked: 2 hours agoStatus: Live

Job Summary

Seeking a quantitative investment analyst to enhance asset allocation, pricing, and optimization frameworks with a focus on insurance asset-liability management (ALM). You’ll design and optimize portfolios for insurance products, develop attribution frameworks, and help expand the platform to new asset types while collaborating with actuarial, risk, and investment teams.

Location: New York

Workplace: Onsite

Employment Type: Full time

Job Function: Construction, Civil & Site Engineering

Key Responsibilities

•Construct and optimize asset portfolios for reinsurance blocks and retail insurance products (annuities, life, PRT).
•Develop asset allocation models incorporating regulatory capital requirements, duration matching, and cash flow needs.
•Support new business pricing by modeling optimal allocations and expected returns for proposed transactions.
•Enhance ALM framework to support deal evaluation and portfolio construction.
•Develop attribution frameworks to explain portfolio performance by asset class, sector, duration, and credit quality.

Pay and Benefits

Salary: USD 110,000 - 130,000 annually

Key Requirements

•Bachelor's degree required; Master’s or PhD preferred in Mathematics, Statistics, Finance, Engineering, Economics, Actuarial Science, or related quantitative field.
•0–3 years in fixed income portfolio management, insurance asset management, quantitative research, or related areas.
•Strong programming proficiency in Python (required).
•Experience with large datasets and quantitative methods.
•Proficiency in Excel and PowerPoint; familiarity with Bloomberg, FactSet, or risk systems (MSCI, Barra, Bloomberg PORT) a plus.

Experience:0InsuranceFinanceQuantitative

Education:Bachelor's

Skills:CommunicationPresentationCollaborationProblem-solvingTeamwork

Languages:English

Tech Stack:PythonExcelPowerPointBloombergFactSetMSCIBarra

Company Brief

KKR

Global investment firm providing alternative asset management and capital markets services across private equity, credit, real assets, and hedge funds, serving institutional and private clients 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: 1976

Website LinkedIn

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KKR