Associate Quantitative Analyst III

The Associate Quantitative Analyst III will develop economic scenarios and capital market assumptions for investment portfolio management, asset-liability analysis, and financial planning decisions. Responsibilities include gathering data from Bloomberg, managing large datasets in databases like PostgreSQL, performing data analysis with tools such as Excel, Python, Pandas, SciPy, and MATLAB, and maintaining code versions with Git. The role involves developing forecasts using Moody’s Economic Scenario Generator and internal tools, validating results through stakeholder reviews and third-party comparisons, and maintaining pricing data, curves, and models for derivative valuation. Additional duties include performing periodic reporting and stress testing of derivative exposure, developing new database solutions for derivative exposure archiving and reporting, resolving collateral disputes, and developing ETL processes and data visualization dashboards using Python.