Quantitative Modeler, ALM & Insurance Analytics

Quantitative Modeler, ALM & Insurance Analytics Location: Connecticut Office, 1 American Row, Hartford, Connecticut, United States of America Job Description Posted Wednesday, July 1, 2026 at 4:00 AM Talcott Financial Group* is an international life insurance group and the industry’s trusted partner for comprehensive risk solutions. Talcott creatively designs and expertly delivers responsive solutions that transfer risk and manage capital in a way that supports the strategic needs of insurers today and into the future. Talcott Financial Group has a proven track record of well‑executed transactions, and the enterprise benefits from its strong financial position with over $127 billion in assets under management, its investment‑grade financial strength ratings, and its partnership with Sixth Street, a leading global investment firm. Talcott Financial Group’s two core business platforms include: U.S. based Talcott Resolution and Bermuda and Cayman based Talcott Re. Overview Our Quantitative Modeling Analyst position will support the development of hands‑on artificial intelligence (AI) engineering strategies that will strengthen the organization’s asset and liability modeling capabilities. The strategy will allow us to modernize how Talcott values, projects, manages, and explains its wide variety of asset‑intensive liabilities. The Quantitative Analyst will assist in the development of self‑service applications including chat experiences for investments, ALM, finance, and ERM users while remaining grounded in fixed income, derivatives, and ALM analytics. This opportunity will be a part of a newly formed “AI Lab” within the actuarial department to accelerate the development of AI‑driven business applications, asset modeling, and engineering to deliver generative and agentic AI capabilities that accelerate model production, automate documentation and controls. Responsibilities Develop asset and liability models that support self‑service ALM forecasting for Actuarial, Finance, and Risk users, including prepayment, credit migration, and default modeling. Develop optimization approaches for SAA, hedging, capital efficiency, and surplus generation. Implement anomaly detection for valuation QA and model validation. Build and maintain Python services integrating AXIS, KRM, QuantLib, and internal platforms. Follow best practices in version control, CI/CD (continuous integration/continuous deployment) and code review. Contribute to validation, controls and reconciliation frameworks. Build self‑service chat tools, LLM (large language model)‑based auto‑documentation for governance and audit, AI‑assisted reconciliation and anomaly explanation, and RAG (retrieval‑augmented generation) solutions grounded in actuarial methods, regulatory guidance, and prior results. Partner with Risk, Compliance, and IT to establish AI governance, safety, validation and human‑in‑the‑loop controls. Stay up to date with technological advancement in AI tools and applications, and continuously develop potential use cases for the company. Qualifications Minimum of 1 year of experience with quantitative asset modeling and AI applications. Strong mathematical and analytical skills with working knowledge of fixed income asset classes, pricing models, and derivatives. Progress toward an ASA or FSA is a plus. Demonstrated experience applying quantitative models to business challenges. Hands‑on exposure to generative AI, agentic workflows, chat assistants, and machine learning. Technical experience requirements: Python, NumPy, pandas, FastAPI, Azure cloud services. Demonstrated ability to take ownership of processes and drive improvements independently. Experience providing project oversight or leading components of projects is a plus. Strong communication skills, with the ability to translate complex analysis into clear, actionable insights for senior stakeholders. Attention to detail and ability to manage multiple deliverables. Strong analytical and problem‑solving skills, with demonstrated experience working with complex datasets and reporting frameworks. Results‑oriented with a demonstrated ability to work under tight deadlines in a high‑performance environment. Compensation This range represents the minimum and maximum annual base salary we reasonably expect to pay for this role at the time of posting. The actual base pay could vary and may be above or below the listed range. The base pay is based on factors including but not limited to experience, competence, and demonstration of proficiencies essential for the role. The base pay is just one component of Talcott’s total annual compensation for employees. Other compensation may include annual bonuses, long‑term incentives and recognition. *This role is not eligible for visa sponsorship. Applicants must be authorized to work in the United States on a full‑time basis without current or future visa sponsorship. Talcott Financial Group is an equal employment employer. All qualified applicants will receive consideration without regard to race, color, sex, religion, age, national origin, disability, veteran status, sexual orientation, gender identity or expression, marital status, ancestry or citizenship status, genetic information, pregnancy status or any other characteristic protected by law. Talcott Resolution maintains a drug‑free workplace. For more information regarding our Privacy Policy, please go to #J-18808-Ljbffr Talcott Financial Group