STAGE (stage.in)
Insurance Portfolio Optimization & Construction
New York · Senior
Sponsorship not specified$110k-$130kDetected 26 days ago
PythonStatisticsExcelResearchPublic SpeakingMicrosoft OfficeActuarial Science
About the role
- KKR is a leading global investment firm that offers alternative asset management as well as capital markets and insurance solutions.
- KKR aims to generate attractive investment returns by following a patient and disciplined investment approach, employing world-class people, and supporting growth in its portfolio companies and communities.
- KKR's insurance subsidiaries offer retirement, life and reinsurance products under the management of Global Atlantic Financial Group.
Responsibilities
- Construct and optimize asset portfolios for reinsurance blocks and retail insurance products (annuities, life, PRT)
- Develop asset allocation models incorporating regulatory capital requirements, duration matching, and cash flow needs
- Support new business pricing by modeling optimal allocations and expected returns for proposed transactions
- Enhance ALM framework to support deal evaluation and portfolio construction
- Develop attribution frameworks to explain portfolio performance by asset class, sector, duration, and credit quality
- Expand platform to support new asset types (private credit, structured products, real assets) and liability types
- Maintain and enhance quantitative models tailored to insurance investment processes
Requirements
- 0-3 years in fixed income portfolio management, insurance asset management, quantitative research, or related areas
- Strong programming proficiency in Python (required)
- Experience with large datasets and quantitative methods
- Proficiency in Excel and PowerPoint
- Bachelor's degree required; Master's or PhD preferred in Mathematics, Statistics, Finance, Engineering, Economics, Actuarial Science, or related quantitative field
Nice to have
- Bachelor's degree required
- Master's or PhD preferred in Mathematics, Statistics, Finance, Engineering, Economics, Actuarial Science, or related quantitative field
- Prior exposure to insurance products or ALM is a plus
- Familiarity with Bloomberg, FactSet, or risk systems (MSCI, Barra, Bloomberg PORT) a plus
Compensation
- $110,000 - $130,000 USD
- KKR will provide reasonable accommodations as required by applicable federal, state, and/or local laws.
- Emails sent for unrelated issues, such as following up on an application, will not receive a response.
- Only emails left for this purpose will be returned.
- Massachusetts Applicants: It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment.
- An employer who violates this law shall be subject to criminal penalties and civil liability.
Benefits
- Analyze market impacts including interest rate movements, credit spreads, and equity volatility
- You can request reasonable accommodations by sending an email to Benefits@kkr.com.
Equal opportunity
- KKR is an equal opportunity employer.
- Individuals seeking an accommodation for the application or interview process should email Benefits@kkr.com.
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