Director of Quantitative Strategies | New York City, New York, United States | New York Life Insurance Company

Position:	Director of Quantitative Strategies
Institution:	New York Life Insurance Company
Location:	New York City, New York, United States
Duties:	Design, build and support benchmark-relative performance attribution tools using Aladdin as well as customized engines to assess investment decision; Create, and curate a library of quant tools for relative value analysis, liquidity premia determination, and asset allocation decisions; Contribute as an independent thinker in impactful research pieces combining fundamental and quantitative insights across public and private markets; Produce and curate presentations to communicate insights to colleagues and investors to elevate the discussion of key decisions impacting portfolios; Interact with the Asset Liability and risk teams to coordinate building a consistent platform and tools to inform investment decisions
Requirements:	5+ years of experience as a quantitative analyst or quant investor; Advanced degree in finance, economics, statistics, or related discipline; Able to work independently to identify key themes and convey findings in compelling written communications and presentations; Expertise in statistical and quantitative methods in macro-economics and investments pertaining to performance attribution, asset allocation, portfolio optimization, and robust estimation; Expertise in python or related programming language and competence in database languages; Experience working on an asset allocation group with prior insurance experience is a plus

Text:	We use cookies as necessary to allow the website to function, to offer you the best possible website experience, and to display content and advertisements tailored to your interests. You can enable or disable certain cookies by clicking Modify Cookie Preferences below. Your cookie preferences will be stored in your browser’s local storage until you clear your cache and cookies on your browser. Note that your experience on the website and the services we are able to offer may be impacted if you choose to disable certain cookies. Modify Cookie Preferences Accept All Cookies Press Tab to Move to Skip to Content Link Skip to main content Explore New York Life Our People Our Diversity Our Strength Our Products Professional tracks Featured opportunities Actuarial Administrative Apogem Capital Campus and early career Clinical positions/Medical management Customer service Dallas careers Data analytics Finance and accounting Human Resources Insurance Investments Legal, compliance, and risk Marketing and communications Sales and distribution support Technology Underwriting View all available opportunities Hear about our open roles Search jobs by keyword or location Explore New York Life Our People Our Diversity Our Strength Our Products Professional tracks Featured opportunities Actuarial Administrative Apogem Capital Campus and early career Clinical positions/Medical management Customer service Dallas careers Data analytics Finance and accounting Human Resources Insurance Investments Legal, compliance, and risk Marketing and communications Sales and distribution support Technology Underwriting View all available opportunities Hear about our open roles View Profile Search jobs by keyword or location × Select how often (in days) to receive an alert: Create Alert × Select how often (in days) to receive an alert: Director of Quantitative Strategies APPLY NOW » Date: Jun 14, 2023 Location: New York, NY, US Company: New York Life Insurance Co Location Designation: Hybrid When you join New York Life, you’re joining a company that values career development, collaboration, innovation, and inclusiveness. We want employees to feel proud about being part of a company that is committed to doing the right thing. You’ll have the opportunity to grow your career while developing personally and professionally through various resources and programs. New York Life is a relationship-based company and appreciates how both virtual and in-person interactions support our culture. In this position you will report to the head of Portfolio Solutions and interact directly with members of the OCIO (Office of the Chief Investment Officer) setting the investment direction for all public and private assets strategies. You will use quantitative tools to provide insights into performance attribution, relative value, and asset allocation for NYL’s General Account portfolio. Responsibilities Design, build and support benchmark-relative performance attribution tools using Aladdin as well as customized engines to assess investment decision Create, and curate a library of quant tools for relative value analysis, liquidity premia determination, and asset allocation decisions Contribute as an independent thinker in impactful research pieces combining fundamental and quantitative insights across public and private markets Produce and curate presentations to communicate insights to colleagues and investors to elevate the discussion of key decisions impacting portfolios Interact with the Asset Liability and risk teams to coordinate building a consistent platform and tools to inform investment decisions Qualifications 5 years of experience as a quantitative analyst or quant investor Advanced degree in finance, economics, statistics, or related discipline Able to work independently to identify key themes and convey findings in compelling written communications and presentations Expertise in statistical and quantitative methods in macro-economics and investments pertaining to performance attribution, asset allocation, portfolio optimization, and robust estimation Expertise in python or related programming language and competence in database languages Experience working on an asset allocation group with prior insurance experience is a plus Salary range: $135,000-$200,000 Overtime eligible: Exempt Discretionary bonus eligible: Yes Sales bonus eligible: No Click here to learn more about our benefits . Starting salary is dependent upon several factors including previous work experience, specific industry experience, and/or skills required. 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 the Foundation . We're proud that due to our mutuality, we operate in the best interests of our policy owners. 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: 87982 Nearest Major Market: Manhattan Nearest Secondary Market: New York City Job Segment: Quantitative Analyst, Liability, Social Media, Manager, Database, Data, Insurance, Marketing, Management, Technology APPLY NOW » Find similar jobs: Marketing Jobs in New York City, Manager Jobs in New York City, Management Jobs in New York City, Insurance Jobs in New York City, Database Jobs in New York City Terms of use Privacy Policy California Employment Privacy Notice Disability Accommodations New York Life is an Equal Opportunity Employer - M/F/Veteran/Disability/Sexual Orientation/Gender Identity Cookie Preference Center/Do Not Sell or Share My Personal Information © 2019 New York Life Insurance Company, New York, NY. All rights reserved. × Cookie Consent Manager We use cookies as necessary to allow the website to function, to offer you the best possible website experience, and to display content and advertisements tailored to your interests. You can enable or disable certain cookies listed below using the toggles and then clicking Confirm My Choice. Your cookie preferences will be stored in your browser’s local storage until you clear your cache and cookies on your browser. Note that your experience on the website and the services we are able to offer may be impacted if you choose to disable certain cookies. Strictly Necessary Cookies These cookies are required to use this website and can't be turned off. Show More Details Strictly Necessary Cookies Provider Description Enabled SAP as service provider We use the following session cookies, which are all required to enable the website to function: "route" is used for session stickiness "careerSiteCompanyId" is used to send the request to the correct data center "JSESSIONID" is placed on the visitor's device during the session so the server can identify the visitor "Load balancer cookie" (actual cookie name may vary) prevents a visitor from bouncing from one instance to another Cookies used for analytics and cross-context behavioral advertising These third party cookies help us perform analytics on the website and serve ads that are relevant to your interests. When information about your use of the website is collected by these third parties, it might be considered “sharing” personal information under the California Consumer Privacy Act, and California residents have the right to opt out of this sharing. You can disable the cookies listed below using the toggles and then clicking Confirm My Choice. Note that certain functionality that these third parties make available may be impacted if you disable the cookies. Show More Details Cookies used for analytics and cross-context behavioral advertising Provider Description Enabled LinkedIn LinkedIn is an employment-oriented social networking service. We use the Apply with LinkedIn feature to allow you to apply for jobs using your LinkedIn profile. Opting out of LinkedIn cookies will disable your ability to use Apply with LinkedIn. Cookie Policy Cookie Table Privacy Policy Terms and Conditions Google Analytics Google Analytics is a web analytics service offered by Google that tracks and reports website traffic. Cookie Information Privacy Policy Terms and Conditions Google Tag Manager Google Tag Manager is a tag management system for conversion tracking, site analytics, remarketing, and more. Privacy Policy Terms and Conditions Confirm My Choices Accept All Cookies