Quant Risk & Portfolio Engineer: Hedge & Analytics

American General Life Insurance Company; Los Angeles (CA); Hybrid; USD 125,000 - 135,000; Full time

Benefits offered by this job

Health & Wellness

401(k) matching

Volunteer time off

PTO 24 days

Job summary

Corebridge Financial seeks a quantitative professional to operate across portfolio support, model implementation, and risk reporting. You will connect market data, models, portfolio decisions, and controls, supporting both real-time questions and disciplined production reporting.

The role involves moving between trading, quantitative engineering, and reporting, with a hybrid work policy and opportunities to influence hedging practices and asset-liability management.

Qualifications

• Master's degree in financial engineering, quantitative finance, mathematics, statistics, engineering, computer science, or related field strongly preferred.
• Typically 3+ years of relevant experience in financial services, derivatives, risk management, or portfolio analytics.

Responsibilities

• Support portfolio monitoring, hedging decisions, scenario analysis, and risk reporting.
• Develop and implement valuation, hedging, and risk models for annuity and insurance products.
• Conduct historical analysis, back-testing, sensitivity testing and research for hedging strategies.
• Produce portfolio, risk, attribution, and management reporting linking results to markets and data quality.
• Strengthen data, reporting, reconciliation, and operating-control processes.

Skills

Python

SQL

Financial modeling

Derivatives

Bloomberg data

Data validation

Portfolio analytics

C/C++

Education

Master's degree in financial engineering/related field

Tools

Bloomberg

Oracle

C/C++

Job description

Corebridge Financial seeks a quantitative professional to operate across portfolio support, model implementation, and risk reporting. You will connect market data, models, portfolio decisions, and controls, supporting both real-time questions and disciplined production reporting.

The role involves moving between trading, quantitative engineering, and reporting, with a hybrid work policy and opportunities to influence hedging practices and asset-liability management.