Requirements 4+ years' experience in an investment role, preferably in cross-asset strategies and portfolio constructions Advanced degree in finance, financial engineering, statistics or similar quantitative field from a top university Strong understanding of quantitative portfolio construction and optimization techniques (including that of fixed income and liability-hedging portfolios) Extensive experience and expertise in both top-down and bottom-up investment analysis, including ALM for onshore and offshore portfolios, strategic/tactical asset allocation, multi-strategy investing, and fixed income portfolio management Solid programing skills in Python, SQL, Excel/VBA Ability to clearly articulate ideas, both written and oral, to internal and external audiences across levels of seniority; strong Excel, Word, and PowerPoint skills are essential Capital markets knowledge with experience in a variety of asset classes including corporate bonds, securitized products, mortgage loans and derivatives Ability to multi-task and work in a very fast-paced and team-oriented environment Experience in an insurance CIO office is a plus CFA designation is a plus. Key Responsibilities • Develop asset allocation solutions for the investment portfolio, and perform optimizations focused on asset-liability management, return enhancement, and capital efficiency • Monitor investment activities, including exposures, capacities, liquidity, sector allocations, and concentration risks • Conduct research on capital market assumption models, enhance existing quantitative processes, and develop new financial models and optimization techniques • Recommend trading and rebalancing strategies to improve portfolio performance, capital deployment, and overall balance sheet management • Evaluate relative value and rebalancing opportunities across credit and other fixed income asset classes.