Summer Analyst: Insurance Risk & Liquidity ALM (QALM)

KKR; New York (NY); On-site; USD 100,000 - 110,000; Full time

Job summary

KKR's 2027 Summer Analyst Program in New York offers undergraduates exposure to the firm’s Risk and Insurance platforms, working within the QALM and Liquidity Risk teams.

Analysts will gain hands-on experience with ALM analytics, hedging development, and revenue and liquidity scenarios, while using KKR’s Python-based risk environment. Strong quantitative backgrounds and programming interest are valued.

Qualifications

• Anticipated graduation December 2027 – June 2028
• Quantitative discipline such as math, statistics, computer science, or related field
• Strong analytic, programming and database skills
• Python preferred; SQL and Excel a plus

Responsibilities

• Support QALM analytics projects and risk reporting for ALM dashboards
• Assist hedging initiatives, onboarding new programs, and code enhancements
• Contribute to liquidity risk testing and reporting
• Present project results to risk and meetings across teams

Skills

Python

SQL

Excel

Quantitative analytics

Communication

Education

Quantitative undergraduate degree

Tools

Beacon risk system

Job description

KKR's 2027 Summer Analyst Program in New York offers undergraduates exposure to the firm’s Risk and Insurance platforms, working within the QALM and Liquidity Risk teams.

Analysts will gain hands-on experience with ALM analytics, hedging development, and revenue and liquidity scenarios, while using KKR’s Python-based risk environment. Strong quantitative backgrounds and programming interest are valued.