Note: The job is a remote job and is open to candidates in USA. Brighthouse Financial is a provider of annuity and life insurance products focused on helping people achieve financial security. The Quantitative Analyst will support variable, structured, and fixed annuity asset and liability management through hedging, reporting, modeling, sensitivity analysis, derivative valuation, and process automation.

Responsibilities

• Be part of the team that hedges Brighthouse variable, structured and fixed annuities with equity and interest rate derivatives
• Apply your skills in risk management and derivative valuation for risk analysis and hedging
• Improve modeling of risk, streamline hedging processes and tools, and implement new hedging methods by prototyping in MS Excel or Python
• Work with IT and others to implement and automate hedging processes using Python, SQL, git and other tools
• Generate key reports for senior management on the performance of hedging programs
• Communicate with business constituents in multiple other departments at Brighthouse

Skills

• Experience in equity and interest rate derivative pricing and sensitivity calculation, modeling and quantitative finance
• Strong programming skills in Python and SQL
• Advanced math/quantitative finance skills, e.g., statistics, calculus, linear algebra, differential equations, stochastic processes, equity and interest rate models
• Strong general analytical problem-solving skills
• Strong communication skills with people who have widely varying backgrounds
• Strong process and modeling documentation skills
• Ability to work well in a team
• Positive attitude with an eagerness to learn
• Comfortable with performing a critical function for Brighthouse
• Masters degree preferred in mathematics, statistics, physical science or actuarial science
• Experience in other languages is a plus
• Experience with visualization tools and packages is a plus

Benefits

• Flexible Work Environment – Work remotely or in the office to better thrive in all areas of life.
• Paid Time Off – Recharge with a minimum of 20 days of paid time off and 16 paid company holidays per calendar year plus paid volunteer time and paid study time.
• 401(k) savings plan with company match (up to 6%) and annual company nondiscretionary contribution (3%).
• Competitive medical, vision, and dental plans plus tax-free health savings accounts with potential company contributions up to $1,000 per family.
• Up to 16 weeks of paid leave for new parents, back-up dependent care, dependent care flexible spending account, and up to a $25,000 lifetime maximum during your adoption, infertility, or surrogacy journey.
• Company-paid basic life insurance and short-term disability insurance.

Company Overview