Head of Quantitative Strategy

Who We Are

At Corebridge Financial, we believe action is everything. That’s why every day we partner with financial professionals and institutions to make it possible for more people to take action in their financial lives, for today and tomorrow.

We align to a set of Values that are the core pillars that define our culture and help bring our brand purpose to life:

• We are stronger as one:
  We collaborate across the enterprise, scale what works and act decisively for our customers and partners.
• We deliver on commitments:
  We are accountable, empower each other and go above and beyond for our stakeholders.
• We learn, improve and innovate:
  We get better each day by challenging the status quo and equipping ourselves for the future.
• We are inclusive:
  We embrace different perspectives, enabling our colleagues to make an impact and bring their whole selves to work.

Corebridge Financial is seeking a Head of Quantitative Strategy, who will lead the overall direction as it relates to the evaluation of optimal strategies inclusive of our Inforce block of business as well as our ceded and assumed reinsurance businesses. This role will work closely with our Investment Analytics team and other key stakeholders related to asset modelling, capital models, hedging strategies and other disciplines to manage the economics of our Inforce business.

Striking the right balance between a strategic thought leader and deep technical expertise, this role is critical in leading the interpretation of critical analyses using data & technology.

• Lead the generation of real‑time analytics to support our overall strategic approach, working across Corebridge analytics’ disciplines to establish consistency and leverage capability
• Establish cross functional team focused on driving balance sheet optimization (Investments, Hedging Strategies, etc.) particularly in various asset classes
• Build a framework for the synthesis of data to further facilitate data driven decision making in partnership with the Chief Data Office and other key stakeholders
• Lead the management of the economics, ALM, liquidity, and solvency of our onshore and offshore businesses.
• Design and implement quantitative risk models and frameworks to assess and mitigate risks effectively
• Develop and provide data‑driven recommendations to leadership on balance optimization, liquidity, and financial risk management for the inforce block
• Monitor market trends, regulatory shifts, and competitor strategies to recommend strategic adjustments as needed

• Minimum 7+ years of experience of designing and implementing highly visible, complex, and wide‑scope analytics solutions with successful conclusions
• 10+ years of experience in quantitative analysis, financial modeling, or actuarial science; able to demonstrate experience in developing quantitative strategies within the insurance or financial services sector
• Minimum 5+ years of professional experience in the advanced statistical or economics space
• Advanced degree or designation preferred: MFE (MS in Financial Engineering), MBA, FSA or equivalent
• Advanced knowledge of projections used for asset liability management
• Able to interpret and present analyses to senior leadership to facilitate decision making
• Clear and accessible communicator, influencer, and facilitator
• Knowledge and understanding on drivers of profitability within businesses
• Familiarity with financial theory, including modeling of capital markets, asset valuation, and the capital asset pricing model
• Knowledge and experience applying advanced analytical techniques (statistical, optimization, artificial intelligence, machine learning, etc.) and tools to solving business problems
• Programming experience in Python/SQL/C++/C#/Java.

For positions based in New York or New Jersey, the base salary range is $275, and the position is eligible for a bonus in accordance with the terms of the applicable incentive plan. In addition, we offer a range of competitive benefits, a summary of which can be viewed on our website.

This role is deemed a “covered associate” under SEC Rule 206(4)-5, 17 CFR § 275.206(4)-5, Political contributions by…