Quantitative Developer - ALM

Responsibilities

• Design and development of ALM model architecture including asset analytics and projected portfolio construction
• Establish and evolve asset assumption frameworks including interest rate and spread curves
• Drive strategic balance sheet analysis to provide actionable insights on portfolio positions and hedging
• Develop scenario and sensitivity frameworks to stress-test balance sheet resilience
• Identify strategic optimization opportunities across the asset portfolio
• Own quantitative methodology for key ALM metrics such as duration, convexity, and liquidity coverage
• Communicate complex quantitative findings to senior stakeholders and regulatory bodies

Requirements

• 5–7 years of experience in quantitative, financial engineering, or ALM-focused roles
• Bachelor's degree in Mathematics, Engineering, Computer Science, Finance, or a related quantitative field
• Proficiency in Python and SQL
• Experience with Excel/VBA
• Experience with enterprise ALM Modeling platforms (e.g., Moody’s Axis, Prophet, ALFA/Integrate)
• Familiarity with Fixed Income Asset Valuation and Projection Platforms (e.g., Blackrock Aladdin, Bloomberg MARS)
• Solid understanding of insurance ALM concepts like LDI, cash flow matching, and liquidity risk management
• Knowledge of statutory and GAAP reporting frameworks (US STAT/GAAP, BMA, IFRS)

Preferred Qualifications

• FSA, CFA, or an advanced degree
• Familiarity with insurance liability structures such as annuities or life insurance

About the Company

1823 Partners is a differentiated asset management firm focused on long-term, insurance-first investment strategies, managing a growing portfolio of private market investments to support institutional investors.