Senior Quantitative Analytics – New Markets (Hybrid)

Athene; West Des Moines (IA); Hybrid; USD 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid work model

Military Friendly Employer

West Des Moines, IA office

Job summary

Athene in West Des Moines, IA is seeking an AVP, Quantitative Analytics for New Markets Product. The role focuses on stochastic modeling, Monte Carlo simulation, and risk quantification for stable value wrap programs and 401(k) portfolios.

You'll partner with Product, Asset Management, Derivatives Risk, and Modelling teams. Requires 8+ years in quantitative analytics, strong Python/SQL, and knowledge of capital markets; CFA/FRM or actuarial credentials preferred.

Qualifications

• 8+ years of relevant experience in quantitative analytics or related fields.
• Advanced proficiency in Python and SQL for quantitative analysis.
• Experience with reproducible research workflows and model governance.

Responsibilities

• Design, build, and maintain stochastic models and Monte Carlo engines.
• Perform derivative pricing and risk analyses for New Markets products.
• Develop historical back testing frameworks and scenario analyses.
• Quantify costs and risks of guarantees; support hedging and ALM.
• Build reproducible analytics pipelines using Python, SQL, and testing.

Skills

Quantitative analytics

Python

SQL

Critical thinking

Communication

Education

Bachelor’s degree in quantitative field

Advanced degree preferred

Tools

Excel

Bloomberg

MATLAB

VBA

Job description

Athene in West Des Moines, IA is seeking an AVP, Quantitative Analytics for New Markets Product. The role focuses on stochastic modeling, Monte Carlo simulation, and risk quantification for stable value wrap programs and 401(k) portfolios.

You'll partner with Product, Asset Management, Derivatives Risk, and Modelling teams. Requires 8+ years in quantitative analytics, strong Python/SQL, and knowledge of capital markets; CFA/FRM or actuarial credentials preferred.