Hiring: Insurance Portfolio Optimization & Construction Company: KKR Location: New York, NY Job Posted Time: 2026-09-10 11:51:36 Target Skills & Keywords : Capital Markets, Fixed Income, Microsoft Excel, Microsoft PowerPoint, Portfolio Management, Python About the job Experience: •3 years in fixed income portfolio management, insurance asset management, quantitative research, or related areas Required Skills: •This role works at the intersection of quantitative finance and insurance, supporting portfolio construction for reinsurance blocks and retail insurance products while collaborating with actuarial, risk, and investment teams. •Construct and optimize asset portfolios for reinsurance blocks and retail insurance products (annuities, life, PRT) •Develop asset allocation models incorporating regulatory capital requirements, duration matching, and cash flow needs •Support new business pricing by modeling optimal allocations and expected returns for proposed transactions •Enhance ALM framework to support deal evaluation and portfolio construction •Develop attribution frameworks to explain portfolio performance by asset class, sector, duration, and credit quality •Analyze market impacts including interest rate movements, credit spreads, and equity volatility •Monitor portfolios using quantitative approaches, coordinating with actuarial, risk, and finance teams Qualifications: •Bachelor's degree required; Master's or PhD preferred in Mathematics, Statistics, Finance, Engineering, Economics, Actuarial Science, or related quantitative field •0–3 years in fixed income portfolio management, insurance asset management, quantitative research, or related areas •Prior exposure to insurance products or ALM is a plus •Strong programming proficiency in Python (required) •Comfort using AI-powered tools to improve productivity and quality of work •Proficiency in Excel and PowerPoint •Operational familiarity with Bloomberg, FactSet, or risk systems (MSCI, Barra, Bloomberg PORT) a plus •This is the expected annual base salary range for this New York-based position. Actual salaries may vary based on factors, such as skill, experience, and qualification for the role. Employees may be eligible for a discretionary bonus, based on factors such as individual and team performance. Compensation: •$110,000 - $130,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!