Solutions Analyst

Socket.dev; New York (NY); On-site; USD 110,000 - 120,000; Full time

Benefits offered by this job

Paid time off

Medical/Dental/Vision Insurance

Retirement benefits

Life insurance

Job summary

Neuberger is seeking a highly quantitative analyst to support bespoke portfolio analytics for insurance and institutional clients. You will use in-house models for risk attribution, asset-liability management, and capital optimization while extending infrastructure for advanced modeling and private markets pacing.

The role involves delivering monthly and quarterly client updates, developing robust portfolios, and communicating insights to clients and internal stakeholders.

Qualifications

• Advanced degree in financial engineering, mathematics, statistics, computer science, or related field, or a BA with 2+ years.
• Strong quantitative programming ability; Python and R are a plus.
• CFA or actuarial exams progress is a plus; experience in insurance or asset management is a plus.

Responsibilities

• Run bespoke analyses for insurance and institutional clients, such as portfolio optimization, asset-liability management, liquidity analysis and regime analysis
• Run risk and return attribution analyses across multi-asset portfolios for clients and internal portfolio managers using proprietary quantitative attribution tools
• Prepare written summaries and deliver analyses to clients and client portfolio managers, including recurring monthly and quarterly updates
• Extend existing and build new infrastructure for in-house analytical and quantitative capabilities, such as capital markets modeling, portfolio optimization, stochastic scenario modeling, and private markets pacing modeling
• Use the suite of in-house tools to help clients construct robust, all-weather portfolios and solutions that seek to deliver specific outcomes
• Manage and enhance the underlying application infrastructure, including large-scale databases and web-based deliverables, incorporating best-in-class AI tools and practices
• Conduct generalist quantitative research using demonstrable market knowledge and intuition across multiple asset classes and investment vehicles, including fixed income and alternative asset classes
• Develop deep knowledge of quantitative systematic strategies across equities, fixed income, and hedge funds, and sustain and expand an extensive cross-asset strategy backtesting system
• Produce thought leadership through industry presentations, white papers, and custom research on timely market topics
• Support client coverage and portfolio management by conducting analyses, developing materials, and collaborating with internal stakeholders on product solutions that address new market opportunities
• Develop sufficient knowledge of the firm's capabilities, products and services to support client initiatives, coverage and portfolio management

Skills

Quantitative programming

Python

R

Communication skills

Relationship building

Self-direction

Education

Advanced degree in financial engineering, mathematics, statistics, computer science, or similar quantitative field

Bachelor’s degree in a relevant field with 2+ years of experience

Job description

Position Overview:

The Solutions team performs bespoke quantitative portfolio analytics and offers strategic portfolio advisory services for key clients and prospects, working across insurance and broader institutional mandates. Solutions sits within Insurance Investments, which is responsible for managing insurance clients’ portfolios, and delivers its work through a suite of proprietary systematic platforms. We are seeking a highly motivated individual who can support quantitative analyses by using, maintaining, and enhancing proprietary in-house models for risk and return attribution, asset-liability management, strategic asset allocation, private-market stochastic models, and capital optimization. Ideal candidates will be highly quantitative, skilled programmers who can face clients.

Primary Responsibilities:

• Run bespoke analyses for insurance and institutional clients, such as portfolio optimization, asset-liability management, liquidity analysis and regime analysis
• Run risk and return attribution analyses across multi-asset portfolios for clients and internal portfolio managers using proprietary quantitative attribution tools
• Prepare written summaries and deliver analyses to clients and client portfolio managers, including recurring monthly and quarterly updates
• Extend existing and build new infrastructure for in-house analytical and quantitative capabilities, such as capital markets modeling, portfolio optimization, stochastic scenario modeling, and private markets pacing modeling
• Use the suite of in-house tools to help clients construct robust, all-weather portfolios and solutions that seek to deliver specific outcomes
• Manage and enhance the underlying application infrastructure, including large-scale databases and web-based deliverables, incorporating best-in-class AI tools and practices
• Conduct generalist quantitative research using demonstrable market knowledge and intuition across multiple asset classes and investment vehicles, including fixed income and alternative asset classes
• Develop deep knowledge of quantitative systematic strategies across equities, fixed income, and hedge funds, and sustain and expand an extensive cross-asset strategy backtesting system
• Produce thought leadership through industry presentations, white papers, and custom research on timely market topics
• Support client coverage and portfolio management by conducting analyses, developing materials, and collaborating with internal stakeholders on product solutions that address new market opportunities
• Develop sufficient knowledge of the firm's capabilities, products and services to support client initiatives, coverage and portfolio management

Key Requirements / Qualifications: (essential unless otherwise stated)

• Advanced degree in financial engineering, mathematics, statistics, computer science, or a similar quantitative field or a bachelor’s degree in a relevant field combined with at least 2 years of applicable work experience
• Demonstrated strong ability in quantitative programming required; Python and R are a plus
• Progress on CFA or actuarial exams is a plus
• Experience in insurance or asset management is a plus
• Excellent communication and presentation skills
• Ability to develop strong relationships with both internal and external stakeholders
• Strong level of self-direction, ownership and initiative

Visa sponsorship may be available for qualified candidates. Sponsorship decisions will be made in accordance with company policy and applicable laws.

Compensation Details

The salary range for this role is $110,000-$120,000. This is the lowest to highest salary we in good faith believe we would pay for this role at the time of this posting. We may ultimately pay more or less than the posted range, and the range may be modified in the future. This range is only applicable for jobs to be performed in the job posting location. An employee’s pay position within the salary range will be based on several factors including, but limited to, relevant education, qualifications, certifications, experience, skills, seniority, geographic location, business sector, performance, shift, travel requirements, sales or revenue-based metrics, market benchmarking data, any collective bargaining agreements, and business or organizational needs. This job is also eligible for a discretionary bonus, which, along with base salary and retirement contributions, is part of our total comprehensive package. We offer a comprehensive package of benefits including paid time off, medical/dental/vision insurance, retirement, life insurance and other benefits to eligible employees.Note: No amount of pay is considered to be wages or compensation until such amount is earned, vested, and determinable. The amount and availability of any bonus, commission, production, or any other form of compensation that are allocable to a particular employee remains in the Company's sole discretion unless and until paid and may be modified at the Company’s sole discretion, consistent with the law.

Neuberger is an equal opportunity employer. The Firm and its affiliates do not discriminate in employment because of race, creed, national origin, religion, age, color, sex, marital status, sexual orientation, gender identity, disability, citizenship status or protected veteran status, or any other characteristic protected by local, state, or federal laws, rules, or regulations. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process, please contact [e-mail].

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