Quantitative Risk & Portfolio Engineer: Hedge & Analytics

Corebridge Financial, Inc.; Woodland, Northern (CA, KY); Hybrid; USD 125,000 - 135,000; Full time

Benefits offered by this job

Health insurance

401(k) with match

Employee Assistance Program

Volunteer time off

PTO 24 days

Job summary

Corebridge Financial, Inc. is seeking a quantitative risk and portfolio engineer in Woodland Hills, CA (also Houston, TX or Jersey City, NJ) to support derivatives portfolios and model development.

You will bridge portfolio management, model implementation, and reporting across trading, quant, and risk teams. The role requires a Master's in a quantitative field and 3+ years of related experience, with strong Python/SQL skills and familiarity with Bloomberg and Oracle.

Qualifications

• Master's degree in financial engineering or related field is strongly preferred.
• Typically 3+ years of relevant experience in financial services, derivatives, quantitative research, risk management, trading, or ALM.
• Strong programming skills in Python and SQL; knowledge of C/C++ is beneficial.

Responsibilities

• Support daily derivatives portfolio monitoring, hedging decisions, scenario analysis, exposure review, and detailed performance or attribution analysis.
• Build, modify, and implement valuation, hedging, simulation, and balance sheet risk models for annuity and insurance products.
• Conduct historical analysis, back-testing, sensitivity testing, and quantitative research to support hedging strategies.
• Produce timely portfolio, risk, attribution, and management reporting, connecting results to markets, positions, models, hedge activity, product features, and data quality.

Skills

Python

SQL

C/C++

Derivatives

Risk management

Data analysis

Education

Master's degree in financial engineering or related field

Tools

Bloomberg

Oracle

Job description

Corebridge Financial, Inc. is seeking a quantitative risk and portfolio engineer in Woodland Hills, CA (also Houston, TX or Jersey City, NJ) to support derivatives portfolios and model development.

You will bridge portfolio management, model implementation, and reporting across trading, quant, and risk teams. The role requires a Master's in a quantitative field and 3+ years of related experience, with strong Python/SQL skills and familiarity with Bloomberg and Oracle.