Quant Analyst

You desire impactful work.You’re RGA readyRGA is a purpose-driven organization working to solve today’s challenges through innovation and collaboration. A Fortune 500 Company and listed among its World’s Most Admired Companies, we’re the only global reinsurance company to focus primarily on life- and health-related solutions. Join our multinational team of intelligent, motivated, and collaborative people, and help us make financial protection accessible to all.A Brief OverviewThe Quant Analyst is part of a team that develops and delivers tools, models, research, and reporting packages that inform and accelerate portfolio construction, investment decision making, risk analysis and monitoring, and performance reporting and attribution. The Quant Analyst leads/participates in efforts to build and calibrate cash flow, pricing, and various other risk models across a broad span of asset types, while focusing on assessing, monitoring, stress testing and reporting on all components of risk arising for RGA's investments.What You Will DoAssist in the design, development, and maintenance of scalable yet versatile investment strategies, portfolio optimization and risk models utilizing market, position, and transaction investment data.Build and calibrate models that measure and stress the investment portfolios under deterministic scenarios or utilizing a stochastic economic scenario generator across fixed maturities and other assets classes.Evaluate, develop, and implement refinements to risk models for the investment portfolio including reporting packages for management to review investment model outputs, sensitivities, and results.Work closely with the Investment Solutions team in the construction of portfolios for reinsurance blocks by enhancing the asset cashflow projection framework for new asset types.Provide quantitative support to the Global Portfolio Management team in the preparation of annual plan process.Develop models or tools for measuring relative value, risks, capital usage, and risk-adjusted return.Develop deep knowledge and expertise of the investment systems and data platform and leverage such knowledge and expertise to enhance efficiency and accuracy of our quantitative processes.Keep up to date on the latest developments to regulatory, rating agency and economic capital regimes and prepare impact analysis on potential portfolio implications.QualificationsRequired: Bachelor’s Degree in Arts/Sciences (BA/BS) in a field requiring strong quantitative and analytical skills such as Computer Science, Financial Engineering, Actuarial Science, Mathematics, or other sciences required or Master’s degree in Arts/Sciences (MA/MS) MBA, ASA or FSA 1+ Years of Quantitative modelling and development working experience Advanced programming and software design skills in at least one object orientated programming language (Python / Quant Lib) and experience with database technologies (SQL) Advanced Excel skills and experience working with Bloomberg Strong problem-solving abilities, intellectual curiosity, and experience understanding and solving complex issues Organized and detail oriented. High degree of comfort with large datasets Advanced investigative, analytical, and problem-solving skills and attention to details Ability to work well in an environment with multiple concurrent projects, managing project-based workflow within demanding time frames and adapt quickly to new methods. A team player. Work well within a team environment and participate in department/team projects. Preferred: Experience in insurance asset management or liability driven asset management Experience working with BlackRock Aladdin Strong understanding of modern financial mathematics (e.g., bond mathematics, option pricing, hedging, stochastic processes, Monte Carlo simulation in real and risk neutral environment, interest-rate modelling) and portfolio construction analytics (e.g., mean-variance optimization with constraints). Understanding of life insurers’ portfolio construction considerations, including but not limited to ALM and asset allocation frameworks and the use of derivatives with an insurance focus Understanding of relevant insurance regulatory and accounting standardsWhat You Can Expect From RGAGain valuable knowledge from and experience with diverse, caring colleagues around the world.Enjoy a respectful, welcoming environment that fosters individuality and encourages pioneering thought.Join the bright and creative minds of RGA, and experience vast, endless career potential.Compensation Range$74,150.00 - $105,295.00 AnnualBase pay varies depending on job-related knowledge, skills, experience and market location. In addition, RGA provides an annual bonus plan that includes all roles and some positions are eligible for participation in our long-term equity incentive plan. RGA also maintains a full range of health, retirement, and other employee benefits.RGA is an equal opportunity employer. Qualified applicants will be considered without regard to race, color, age, gender identity or expression, sex, disability, veteran status, religion, national origin, or any other characteristic protected by applicable equal employment opportunity laws.