Quantitative Developer, Corporate Vice President

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Date: Oct 23, 2021

Location: New York, NY, US

Company: New York Life Insurance Co

 

When you join New York Life, you’re joining a company that values development, career growth, collaboration, innovation, and diversity & inclusion. We want employees to feel proud about being part of a company that is committed to doing the right thing. Through various resources and programs, you can grow your career while developing personally and professionally.

 

 

 

This role will have broad responsibilities over the company’s asset modeling and projection system. Responsibilities will include modeling of new assets, designing and implementing both model and platform improvements as well as on-going maintenance. The role requires effective communication and close coordination with other members within the Asset Liability Management team, as well as Technology and business stakeholders. T  

This person will interact closely with other areas such as Finance, Actuarial, Risk management and Investments on applications of asset modeling.  

  

KEY DUTIES & RESPONSIBILITIES: 

  

  • Serve as the quantitative developer for the company’s proprietary asset projection system to build new capabilities and maintain existing code infrastructure 

  • Partner with sector specialists, investment accounting, asset data & research teams to expand the company’s asset modeling capabilities, that includes a broad spectrum of the investment universe ranging from corporate bonds and structured products to alternative investment.  

  • Assist in timely production of asset projection analytics for different financial applications throughout the company  

  • Improve and automate the production processes 

  • Serve as liaison with technology departments on various IT related issues 

  • Maintain technical documentation and strengthen internal control of the asset projection system 

  • Work with structured products and prepayment model software vendors such as Intex and Andrew Davidson on software integration and model details.  

 

REQUIRED EDUCATION/TRAINING & EXPERIENCE: 

  

  • Excellent programming skills in objected oriented programming in Python / C++ / VB.Net / C#. Strong database skills in SQL, stored procedures and database design & structure.  

  • Strong quantitative skills, with a degree in a technical field like Computer Science, Mathematics, or Financial Engineering. Advanced degree is a strong plus. 

  • The candidate should have experience in modeling and understanding financial instruments and capital markets. 

  • Excellent communication and technical writing skills. 

  • Effective time management and project coordination skills to handle multiple projects.  

  • Familiarity with Intex, Andrew Davidson, Aladdin, Beacon is a plus.  

 

  

OTHER DESIRED SKILLS & CHARACTERISTICS: 

  

  • Ability to work independently as well as a team leader. 

  • Ability to work with tight deadlines and changing priorities and requirements. 

  • Ability to create effective partnerships with diverse roles and positions throughout the organization. 

 

Recognized as one of Fortune’s World’s Most Admired Companies, New York Life is committed to improving local communities through a culture of employee giving and volunteerism, supported by our Foundation. We invite you to bring your talents to New York Life, so we can continue to help families and businesses “Be Good At Life.” To learn more, please visit LinkedIn, our Newsroom and the Careers page of www.NewYorkLife.com.

Job Requisition ID: 84483

 

 

 


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