Quant Research Asoc III
- Full-time
Company Description
You and Northwestern Mutual. We believe relationships are built on trust. That our lives and our work matter. And we’re much stronger together than we are apart. These beliefs launched our company nearly 160 years ago. Today, they’re just a few of the reasons why people choose to build careers at Northwestern Mutual.
Our business is about helping people secure their financial futures, and that starts with putting people first – our clients, our employees and our field representatives. Northwestern Mutual is known for financial strength. We’re strong, innovative and growing. Come grow with us.
Job Description
At Northwestern Mutual, we believe relationships are built on trust. That our lives and our work matter. These beliefs launched our company nearly 160 years ago. Today, they're just a few of the reasons why people choose to build careers at Northwestern Mutual.
We're strong and growing. In a company with such a long and storied history, this may be the most exciting and important time to be a part of Northwestern Mutual. We're strong, innovative and growing.
We invest in our people. We provide opportunities for employees to grow themselves, their career and in turn, our business.
We care. We make a positive difference in our communities. Nationally, thousands have benefitted from our support of research and programs to fight childhood cancer. Each year, our Foundation, employees and financial representatives donate time, talent and financial support to causes they're passionate about.
We are an equal opportunity/affirmative action employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, gender identity or expression, sexual orientation, national origin, disability, age or status as a protected veteran, or any other characteristic protected by law.
What's the role?
Quantitative Research & Analytics Associate 3 (Multiple Openings), Milwaukee, WI: lead strategic asset allocation processes, incl. construction of customized benchmarks, benchmark sensitivity & scenario analysis, update CMA framework, valuating & forecasting models, perform portfolio optimizations & execute surplus stress tests & liquidity analysis; lead responses during risk events, incl. sensitivity & multi-period scenario analyses; lead proactive risk management efforts, incl. transaction/trade & portfolio exposure, calculate portfolio securities probability of default & model credit migration; & lead derivatives management, incl. execution of hedge effectiveness & collateral liquidity analyses. Must have a Master's in Business, Finance, Economics, or related field & 1 yr. exp. in Investment Risk Management, calculations w/ stochastic calculus, probability & statistics, & programming & modeling in MATLAB, DSGE, Barclays POINT & Citi Yield Book. Exp. may be gained concurrently. You may submit your resume through Northwestern Mutual’s website or mail resume to Jill Konrath, Northwestern Mutual, 720 East Wisconsin Ave., Milwaukee, WI 53202.
Req ID: 10441
Position Type: Regular Full Time
Education Experience: Master's Required
Employment Experience: 0-2 years
Licenses/Certifications: Not Applicable
FLSA Status: Exempt
Posting Date: 01/09/2017