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New York Life Insurance Company · 2 weeks ago

Sr. Director, ALM Production Analytics Lead

New York, NY

Full-time

Hybrid

Mid, Senior Level

$156K/yr - $223K/yr

7+ years exp

New York Life Insurance Company is a relationship-based company that values career development and innovation. They are seeking a Senior Quantitative Analyst to lead the development of sophisticated models for asset-liability management (ALM) and investment analytics, collaborating with various stakeholders to drive quantitative innovation and ensure models support enterprise-wide decision-making.

FinanceFinancial ServicesInsurance

H1B Sponsor Likely

Responsibilities

Lead the design, development, and refinement of advanced models for projecting and analyzing insurance asset and liability portfolios

Drive ALM model strategy and technical architecture, ensuring frameworks are both analytically robust and aligned with evolving business and regulatory needs

Develop and calibrate interest rate, credit, and prepayment models to support valuation, risk analysis, and strategic asset allocation

Collaborate with senior stakeholders across actuarial, risk, and investment functions to ensure models support enterprise-wide decision-making and capital optimization

Conduct original research on emerging methodologies in ALM, financial engineering, and capital markets, with an eye toward innovation and best practices

Mentor junior quants and contribute to a culture of quantitative excellence, model governance, and cross-functional collaboration

Support platform migration efforts by ensuring models are scalable and performant in next-generation analytic environments

Qualification

Quantitative modelingFixed-income analyticsPythonSQLInsurance liabilitiesLeadershipCommunication skillsCross-functional collaboration

Required

Advanced degree (Master's or PhD) in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, or Physics

7+ years of experience in quantitative modeling within ALM, fixed income, or insurance-related fields

Deep expertise in fixed-income analytics, including structured products, credit risk, and interest rate modeling

Strong understanding of insurance general account liabilities (e.g., life, annuity, institutional), including product behavior and risk drivers

Proficiency in Python and SQL required; familiarity with modern analytic platforms (e.g., Beacon, QuantLib, cloud environments) is preferred

Demonstrated leadership in cross-functional model development and implementation projects

Excellent communication skills and proven ability to influence both technical and non-technical stakeholders

Preferred

Familiarity with modern analytic platforms (e.g., Beacon, QuantLib, cloud environments)

Benefits

Leave programs

Adoption assistance

Student loan repayment programs

Company

New York Life Insurance Company

For over 180 years, we’ve helped turn your biggest dreams into milestones that last a lifetime.

Founded in 1845

New York, New York, USA

10001+ employees

https://www.newyorklife.com/

H1B Sponsorship

New York Life Insurance Company has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (149)

2024 (99)

2023 (85)

2022 (77)

2021 (48)

2020 (65)