1823 Partners

Quantitative Developer - ALM

New York, NY

Sponsorship not specifiedDetected 23 days ago

PythonSQLExcelValuationRecruitingLeadershipProblem SolvingGAAPIFRSActuarial Science

About the role

The firm is headquartered in Miami and has an office in New York.
The successful candidate will contribute to the continued development and execution of ALM-related initiatives, supporting the firm's long-term strategic objectives and risk management framework.
Identify and evaluate strategic optimization opportunities across the asset portfolio, including sector allocation, instrument selection, and hedging overlays.

Design and development of ALM model architecture including building out asset analytics, projected portfolio construction and core ALM modeling framework.
Drive strategic balance sheet analysis in quantitative and qualitative measures, translating ALM model output into actionable insights on portfolio positions, liability matching, duration management, and hedging strategy.
Develop and enhance scenario and sensitivity frameworks to stress-test balance sheet resilience across interest rate, credit and liquidity risk dimensions.
Exposure to sophisticated investment structures and institutional capital partners.
1823 Partners is committed to equal employment opportunity and encourage people from all backgrounds to apply.

www.1823.partners.
We are seeking a highly motivated Quantitative Developer to join our team and play a key role in advancing our Asset Liability Management (ALM) capabilities.
This individual will be instrumental in developing and advancing ALM modeling infrastructure, enhancing automation, and collaborating with cross-functional partners across Investments, Asset Allocation, Actuarial, Finance, and Technology leadership to drive innovation in strategy and scenario-based analysis.
The successful candidate will contribute to the continued development and execution of ALM-related initiatives, supporting the firm's long-term strategic objectives and risk management framework.
Design and development of ALM model architecture including building out asset analytics, projected portfolio construction and core ALM modeling framework.
Establish and evolve the asset assumption framework, including interest rate and spread curves, reinvestment assumptions, prepayment models and behavioral overlays, ensuring assumptions reflect current market conditions and portfolio strategy.

Competitive compensation and benefits package.
We make hiring decisions based on merit and do not discriminate on the basis of race, religion, color, national origin, gender identity, sexual orientation, age, disability, or any other protected status.

If you need an adjustment or accommodation due to a disability or medical condition during the hiring process, please let your recruiter know. *The pay range listed below is dependent on individual candidate experience and skills and is based on several factors including job function, level, and geographic location.

This listing is sourced directly from 1823 Partners's careers page and normalized into a canonical job model.