Quantitative Developer - Analyst/Associate

Location

Brookfield Place New York - 250 Vesey Street, 15th Floor

Business - Reinsurance

Brookfield's publicly traded Reinsurance business, Brookfield Reinsurance Partners Ltd., is a newly formed division of Brookfield focused on providing capital-based solutions to insurance companies and their stakeholders. Brookfield Reinsurance is positioned to act as a strong, long-term partner to the insurance sector, with a primary focus on the life, annuity and pension market in North America and Europe. The business provides annuity-based reinsurance products to insurance and reinsurance companies and also acts as a direct issuer of pension risk transfer products for pension plan sponsors. In doing so, the business seeks to match long-duration liabilities with a portfolio of high-quality investments in order to generate attractive, risk-adjusted returns.

Brookfield Culture

Brookfield has a unique and dynamic culture. We seek team members who have a long-term focus and whose values align with our Attributes of a Brookfield Leader: Entrepreneurial, Collaborative and Disciplined. Brookfield is committed to the development of our people through challenging work assignments and exposure to diverse businesses.

Job Description

Investment Analytics

We are looking for a Quant Developer to join our Investment Analytics team. This person will work with strategists and modelers on investment strategy implementation, model development and automation. They will additionally support and enhance the tools that enable all aspects of our portfolio management process including investment platform development, portfolio construction, model development, performance attribution, and reporting.

As an Investment Quantitative Developer, the ideal candidate will draw on their extensive background in financial models and software development principles to help architect technology solutions for a fast-paced market-driven environment. A background in fixed income and equity instrument modeling will help you in working closely with quantitative strategists, and other development resources to research and build features, components, and analytics for a new analytical platform in development.

This role requires both C++/C#, Python and SQL programming ability and comfort with emerging cloud-based technologies. You will work in a fast-paced, innovative and collaborative environment to build investment analytics infrastructure. In addition to building applications and analytics infrastructure, the candidate will support applications already built by the team, understand them and be able to debug when issues arise.

Key Responsibilities

• Work with investment strategists to implement asset allocation strategies, portfolio optimization, and capital market assumptions.
• Collaborate with IT to build investment infrastructure for BN Re investment management platform including data processing, asset projections, portfolio constructions, portfolio monitor and reporting.
• Design and build systems to acquire, validate, clean, and process data for use in models, portfolio construction, reporting and other processes.
• Assist in asset modeling, scenario analysis and cashflow projections.
• Improve existing investment management framework to make it productional.

Requirements

• 2-4 years' experience in a quantitative role, preferably in asset pricing and modeling
• Advanced degree in financial engineering, statistics, mathematics, or similar quantitative field
• Strong programing skills in Python, SQL, Excel/VBA. C++/C# experience is a plus.
• Knowledge of statistical and quantitative methods in macro-economics and investments pertaining to asset allocation, portfolio optimization, performance attribution, etc.
• Excellent interpersonal and communication skills, both written and verbal
• High attention to detail, intellectual curiosity, and motivation
• Ability to multi-task and work in a very fast-paced and team-oriented environment
• Willingness to relocate to New York, NY

Salary Range: $115K - 150K

Our compensation structure is comprised of a base salary and a short-term incentive program (cash bonus). Cash compensation tends to vary based on geography to account for local market conditions and is set to be market competitive. Compensation decisions are based on a number of factors including relative experience, overall years of experience, industry experience, education and designations

Brookfield is committed to maintaining a Positive Work Environment that is safe and respectful; our shared success depends on it. Accordingly, we do not tolerate workplace discrimination, violence or harassment.

We are proud to create a diverse environment and are proud to be an equal opportunity employer. We are grateful for your interest in this position, however, only candidates selected for pre-screening will be contacted.