AVP Quantitative Analysis - New Markets

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

Lead quantitative analytics for new markets products by designing and maintaining stochastic models and Monte Carlo simulation engines. Perform derivative modeling and pricing to value embedded guarantees and hedging structures, and generate standardized risk and outcome metrics. Conduct historical backtesting and scenario analysis, and support stable value wrap and insurance guarantee analytics. Build reproducible Python/SQL analytics pipelines with testing, version control, documentation, and data quality controls while partnering across product, asset management, risk, and modeling teams.

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Athene
Athene
1 hour ago

AVP Quantitative Analysis - New Markets

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Job Summary

Lead quantitative analytics for new markets products by designing and maintaining stochastic models and Monte Carlo simulation engines. Perform derivative modeling and pricing to value embedded guarantees and hedging structures, and generate standardized risk and outcome metrics. Conduct historical backtesting and scenario analysis, and support stable value wrap and insurance guarantee analytics. Build reproducible Python/SQL analytics pipelines with testing, version control, documentation, and data quality controls while partnering across product, asset management, risk, and modeling 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 wraps, insurance guarantees, and 401(k) target date fund/total portfolio strategies.
  • •Perform derivative modeling and pricing to value embedded guarantees and hedge structures embedded in New Markets products.
  • •Develop and maintain historical backtesting frameworks and run scenario analysis for market regimes and stress/hypothetical environments.
  • •Conduct stable value and insurance guarantee analytics, including crediting-rate mechanics, market-to-book ratios, wrap capacity/risk, and cost/risk of guarantees.
  • •Build reproducible analytics and simulation pipelines in Python supported by SQL and AI tools, implementing testing, version control, parameter traceability, documentation, and data quality checks.

Key Requirements

  • •8+ years of quantitative analytics, risk, investment, or retirement analytics experience, including stochastic modeling, pricing, and historical back-testing.
  • •Advanced proficiency in Python and SQL for quantitative analysis, data extraction, and transformation.
  • •Experience using financial/statistical/analytical tools such as Excel, Bloomberg, MATLAB, or VBA.
  • •Ability to build reproducible, well-controlled research and modeling workflows with version control, testing, code review, and parameter traceability.
  • •Knowledge of capital markets and financial/economic/investment/insurance principles; annuities, stable value, derivatives, or defined contribution solutions preferred, with CFA/FRM/actuarial credentials preferred.
Experience:8+ years
Education:Bachelor's
Skills:Critical thinkingAttention to model qualitySound judgmentValidationData quality awareness
Certifications:CFAFRM
Tech Stack:PythonSQLExcelBloombergMATLABVBAMonte CarloStochastic 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