When you join New York Life, you’re joining a company that values career development, collaboration, innovation, and inclusiveness. We want employees to feel proud about being part of a company that is committed to doing the right thing. You’ll have the opportunity to grow your career while developing personally and professionally through various resources and programs. New York Life is a relationship-based company and appreciates how both virtual and in-person interactions support our culture.
The Asset Liability Management (ALM) & Investment Strategy Team’s mission at New York Life is to effectively partner with the business, finance, and asset management teams to research, develop, and implement investment strategies that help meet business and financial objectives. These goals heavily depend on robust models and data.
This role will have broad responsibilities over the company’s quantitative modeling and projection capabilities. Responsibilities may span modeling of traditional and exotic fixed income and equity assets, designing and implementing both model and platform improvements as well as on going production responsibilities. The role requires strong knowledge of statistics or financial engineering, and strong coding skills, as well as the ability to work effectively as part of a larger interdisciplinary team of quantitative finance and insurance professionals.
This person will interact closely with other areas such as Finance, Actuarial, Risk Management and Investments, as well as the Business Units, regarding quantitative modeling efforts.
This role offers interested candidates the opportunity to learn both traditional and innovative methods for ALM & investment strategy development and to work on challenges and solutions that dominate leading-edge ALM discussions today. This is a structured full-time program.
You Will Have:
KEY DUTIES & RESPONSIBILITIES:
OTHER DESIRED SKILLS & CHARACTERISTICS: