Associate - Insurance Advisory Engineer (Quantitative Modeling & ALM)

Associate – Insurance Advisory Engineer (Quantitative Modeling & ALM) Location: New York, NY (5 days in office) About the Opportunity Our client is a global investment platform managing tens of billions in institutional capital and operating at the intersection of private markets, structured finance, and insurance-linked investment strategies. Within the firm, the Insurance Advisory team acts as a technical center of excellence , advising insurance balance sheets and deploying capital across complex fixed income markets. The group partners with sophisticated insurers and portfolio companies to design bespoke Strategic Asset Allocation and Asset Liability Management frameworks that directly influence how large pools of capital are invested. This is a deeply analytical, engineering-driven role , not a traditional deal execution seat. You will work on the quantitative foundation that underpins real investment decisions - building models, infrastructure, and analytical tools that guide portfolio construction across market cycles. If you enjoy solving mathematically complex problems, building scalable data systems, and seeing your work influence real capital deployment, this role offers a rare combination of quant rigor, engineering ownership, and investment impact. What You Will Do Develop and enhance Strategic Asset Allocation optimization models with a strong focus on fixed income instruments and insurance balance sheet dynamics. Asset Liability Management Analytics Design forward-looking cash flow projection frameworks and scenario analysis tools that evaluate portfolio resilience under different market environments. Build and maintain end-to-end data pipelines in Python, SQL, and AWS , ensuring high-quality data flows that power complex modeling workflows. Automation & Workflow Optimization Replace manual analytical processes with scalable, programmatic solutions that improve efficiency and modeling accuracy. Create dashboards and reporting tools that translate sophisticated quantitative outputs into actionable insights for senior investment professionals and institutional clients. What We Are Looking For 3 to 5 years of experience in a quantitative, actuarial, investment analytics, or technical finance environment Strong Python skills focused on mathematical modeling or quantitative analysis Hands‑on experience working with SQL databases and cloud infrastructure (AWS preferred) Academic background in Mathematics, Statistics, Financial Engineering, Physics, or similar quantitative discipline Exposure to fixed income analytics, insurance portfolios, or ALM frameworks is highly valued Ability to operate as a high‑IQ generalist , quickly learning new regulatory and financial concepts Strong communication skills with the ability to explain complex technical ideas to senior stakeholders Why This Role Is Compelling Work on problems that directly influence multi‑billion‑dollar investment decisions Rare blend of quant research, data engineering, and real‑world portfolio impact Exposure to insurance‑linked investment strategies and institutional asset allocation High‑performance culture that values technical depth over hierarchy Significant learning curve and visibility early in your career Total compensation targeted in the low $200K range Collaborative, intellectually rigorous team environment Fully in‑office role in New York designed to maximize learning and impact Please note that this role will not be able to sponsor any visas at this time (H1-B, OPT, F1, etc...). #J-18808-Ljbffr Oscar Faye