Description
asset allocation
portfolio optimization
risk monitoring
model development
trading strategy
relative value
The Quantitative Investment Strategy team works closely with portfolio management, investment, and M&A groups to create a robust asset‑allocation framework. As an Associate, you will research, develop, and implement ALM, asset allocation, relative‑value, and rebalancing strategies, collaborating with portfolio managers, sector specialists, actuarial, capital, and risk teams to meet enterprise risk appetite and regulatory requirements across multiple jurisdictions.
- Develop asset allocation solutions focused on asset‑liability management, return enhancement, and capital efficiency.
- Optimize portfolios to align with diverse liability profiles and regulatory regimes.
- Monitor investment activities, including exposures, capacities, liquidity, sector allocations, and concentration risks.
- Research capital market assumption models, enhance quantitative processes, and create new financial and optimization models.
- Recommend trading and rebalancing strategies to improve portfolio performance, capital deployment, and balance‑sheet management.
- Evaluate relative‑value and rebalancing opportunities across credit and fixed‑income asset classes.
Requirements
python
sql
excel/vba
quantitative
advanced degree
cfa
- Minimum 4 years of investment experience in cross‑asset strategies and portfolio construction.
- Advanced degree in finance, financial engineering, statistics, or a related quantitative field from a top university.
- Strong expertise in quantitative portfolio construction, optimization techniques, and liability‑hedging portfolios.
- Proficiency in Python, SQL, Excel/VBA, and solid communication skills for internal and external audiences.
- Knowledge of capital markets across asset classes such as corporate bonds, securitized products, mortgage loans, and derivatives.
- CFA designation and experience in an insurance CIO office are considered a plus.
Benefits
The position is located at Brookfield Place, New York, on the 15th floor of 250 Vesey Street. It is within Brookfield Wealth Solutions, a division focused on retirement services, wealth protection products, and tailored capital solutions, offering a broad range of insurance products such as annuities, property and casualty, and life insurance.
Compensation includes a base salary ranging from $150,000 to $180,000 plus a short‑term cash bonus, with total cash compensation adjusted for geography and market conditions. Salary decisions consider experience, industry background, education, and professional designations.
Training + Development
Information not given or found
