The Company is seeking an AVP, Quantitative Analytics for New Markets Product. This senior individual contributor role is pivotal in performing quantitative analysis to support the design, evaluation, and monitoring of annuity and investment insurance products for new markets. The successful candidate will be responsible for a range of activities, including the design, building, and maintenance of stochastic models and Monte Carlo simulation engines, derivative modeling and pricing, and the generation of standardized outcome and risk metrics. The role also involves historical back testing, scenario analysis, and the development of frameworks to evaluate product behavior across different market conditions. The AVP will work closely with various internal partners and is expected to have a strong background in quantitative analytics, with a focus on stochastic modeling, pricing, and historical back-testing. Applicants for this role at the company should have a minimum of 8 years' of relevant experience and possess advanced proficiency in Python and SQL. A strong knowledge of capital markets, financial, economic, investment, and insurance principles is essential, with a preference for candidates holding CFA, FRM, or actuarial credentials. The role requires the ability to apply AI tools effectively and responsibly, as well as experience in developing reproducible, well-controlled research and modeling workflows. A Bachelor's degree in a related quantitative field is required, with an advanced degree being preferred. The ideal candidate will demonstrate a high level of critical thinking, attention to model quality and risk, and the ability to work in a dynamic, collaborative environment.

Hiring Company

Athene