Athene Annuity And Life Company

Athene Annuity And Life Company

AVP Quantitative Analysis - New Markets

Toronto, Ontario · Senior

Sponsorship not specifiedDetected 1 day ago
PythonMATLABCode ReviewSQLStatisticsFinancial ModelingExcelValuationProcess ImprovementResearchCritical ThinkingActuarial ScienceCFA

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odds of building a lasting career here

40Risky
Cap-exempt (no lottery)0
Sponsors this role90
Entry-level history0
PERM / green-card track0
Lottery odds40
Fits your clock70

Thin sponsorship signal and lottery-bound. A low-probability bet with your clock running. Prioritize cap-exempt roles and proven entry-level sponsors first.

Lottery odds assume a STEM candidate.

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Employer immigration record

from this employer's Department of Labor filings

Green-card follow-through: 67%

Of 6 labor certifications old enough to have been used, 2 expired without the employer filing the next step. Median time from filing to decision: 496 days.100% of their filings were for a worker who already held the job.Only certifications past the 180-day window are counted — recent ones cannot have expired yet.

Files H-1B transfers

3 transfer filings in the last year, covering 3 workers. Median labor-condition decision: 8 days. An employer that already files transfers is one that can take over an existing H-1B.

Sourced from Department of Labor LCA, PERM and prevailing-wage disclosure data. Employer matching is by name, so figures may be split across an employer's legal entities. Absence of a filing means none appears in our copy of the data, not that none exists.

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About the role

  • If you are driven to do more and love the challenge of pursuing more, Athene is your kind of company.
  • The position has the potential to grow into a people leader role over time as New Markets business grows.

Responsibilities

  • Design, build, and maintain stochastic models and Monte Carlo simulation engines that quantify and explain expected outcomes for stable value wrap programs, insurance guarantees, and 401(k) target date fund (TDF) and total portfolio strategies.
  • Perform derivative modeling and pricing to value guarantees and hedge structures embedded in New Markets products, applying appropriate valuation model output.
  • Generate standardized outcome and risk metrics (e.g., projected wealth distributions, probability of meeting income targets, downside/tail outcomes, drawdown risk, and sequencing risk) to inform product design and internal oversight.
  • Develop and maintain historical back testing frameworks to evaluate how product structures behave across market regimes and historical periods.
  • Perform scenario analysis based on hypothetical stress scenarios or actual historical environments and summarize key movements and drivers for governance and product reviews.
  • Perform risk analysis of assets and liabilities utilizing financial modeling and quantitative risk assessments, monitoring holdings relative to appropriate risk sensitivity tolerances.
  • Perform quantitative analysis of stable value wrap programs, including crediting-rate mechanics, market-to-book ratios, and wrap capacity and risk.
  • Develop and analyze spreadsheets and database reports used by product, investment, and risk partners in assessing portfolio risk and return characteristics.
  • Build and maintain reproducible analytics and simulation pipelines in Python supported by SQL and AI tools, implementing testing, version control, and parameter traceability.
  • Use SQL to source, clean, and transform time series and reference datasets; maintain data lineage and perform data quality checks.

Requirements

  • Ability to apply AI tools effectively and responsibly to accelerate research, analysis, model development, and process improvement while exercising sound judgment and appropriate validation.
  • 7+ years of relevant experience in quantitative analytics, risk analytics, investment analytics, retirement analytics, derivatives modeling, or relevant experience, including experience with stochastic modeling, pricing, historical back-testing, and ownership of recurring analytical deliverables.
  • Advanced proficiency in Python and SQL for quantitative analysis, data extraction, and transformation, with experience using relevant financial, statistical, and analytical tools such as Excel, Bloomberg, MATLAB, or VBA preferred.
  • Experience developing reproducible, well-controlled research and modeling workflows, including version control, testing, code review, and parameter traceability, with strong critical thinking and attention to model quality and risk.
  • Strong knowledge of capital markets and financial, economic, investment, and insurance principles; experience with annuities, stable value, derivatives trading, or defined contribution solutions and CFA, FRM, or actuarial credentials are preferred.
  • Bachelor's degree or equivalent experience in financial engineering, finance, economics, mathematics, statistics, or a related quantitative field; advanced degree preferred.

Nice to have

  • Strong knowledge of capital markets and financial, economic, investment, and insurance principles
  • experience with annuities, stable value, derivatives trading, or defined contribution solutions and CFA, FRM, or actuarial credentials are preferred.
  • Bachelor's degree or equivalent experience in financial engineering, finance, economics, mathematics, statistics, or a related quantitative field
  • advanced degree preferred.

Benefits

  • We do not discriminate on the basis of race, color, religion, sex, national origin, age, disability, marital status, sexual orientation, veteran status or any other status protected by federal, state or local law.

Company info

  • More for our customers and the financial professionals who offer our products.
  • We are driven to do more.

Equal opportunity

  • Athene is committed to inclusion and is proud to be an Equal Opportunity Employer.
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This listing is sourced directly from Athene Annuity And Life Company's careers page and normalized into a canonical job model.