Quantitative Analyst — Hybrid/Remote Hedging & Modeling

Brighthouse Financial; Charlotte, Northern (NC, KY); Hybrid; USD 110,000 - 130,000; Full time

Benefits offered by this job

Flexible work environment

Paid time off

401(k) match

Medical, vision, dental plans

Life and disability insurance

Parental leave / adoption support

Job summary

Brighthouse Financial is seeking a Quantitative Analyst in Charlotte, NC with a flexible hybrid/remote work model. You will hedge annuities using equity and interest-rate derivatives, build and improve quantitative models, and automate hedging workflows with Python, SQL, and Git.

Collaboration with IT and multiple departments is essential. The ideal candidate holds a master's degree in math, statistics, or actuarial science and has strong Python/SQL programming, derivative pricing experience,

Qualifications

• Master's degree preferred in mathematics, statistics, physical science or actuarial science.
• Experience in equity and interest rate derivative pricing and sensitivity calculation.
• Strong programming skills in Python and SQL; other languages are a plus.
• Experience with visualization tools is a plus.
• Advanced math/quantitative finance skills (calculus, linear algebra, stochastic processes).
• Strong analytical, communication, and documentation skills.

Responsibilities

• Hedge Brighthouse variable, structured and fixed annuities with derivatives.
• Apply risk management and derivative valuation for risk analysis and hedging.
• Improve modeling and hedging processes, prototype in Python or Excel.
• Automate hedging processes with Python, SQL, Git and other tools.
• Generate key reports for senior management on hedging performance.
• Communicate with multiple departments across Brighthouse.

Skills

Python

SQL

Derivative pricing

Risk management

Quantitative finance

Communication

Teamwork

Education

Master's degree preferred (math/stats/physical science/actuarial science)

Tools

Excel

Job description

Brighthouse Financial is seeking a Quantitative Analyst in Charlotte, NC with a flexible hybrid/remote work model. You will hedge annuities using equity and interest-rate derivatives, build and improve quantitative models, and automate hedging workflows with Python, SQL, and Git.

Collaboration with IT and multiple departments is essential. The ideal candidate holds a master's degree in math, statistics, or actuarial science and has strong Python/SQL programming, derivative pricing experience,