Prismic Life Reinsurance · 2 days ago
Senior Investment Operations, Analytics & Hedging Lead
NYC Metro Area
Full-time
Hybrid
Senior Level
$300K/yr - $350K/yr
6+ years expPrismic Life Reinsurance is a global reinsurance platform established in September 2023, focused on delivering comprehensive risk and balance sheet management solutions. The Senior Investment Operations, Analytics & Hedging Lead will be responsible for building and operating the investment analytics, operations, and hedging infrastructure that supports the firm's Strategic Asset Allocation and asset-liability management.
Financial Services
Hiring Manager
Kimberly Garcia
Responsibilities
Partner with the CIO, Risk, and Actuarial teams to design and maintain the firm’s Strategic Asset Allocation (SAA) framework
Integrate liability cash flows, asset cash flows, and hedging instruments into a coherent ALM analytics platform
Support asset allocation decisions across: Public fixed income (IG corporates, sovereigns, securitized credit), Asset-Based Finance (ABF), Residential Mortgage Loans (RML) (whole loans and structured exposures), Rated feeders and structured vehicles
Build scenario-based analytics to assess duration, convexity, spread risk, liquidity, and capital efficiency under base and stress environments
Support the design, execution, and ongoing management of interest rate, FX, and cross-currency hedging programs
Build analytics to monitor: Key-rate duration (KRD) alignment, Hedge effectiveness and P&L attribution, Convexity and extension risk (particularly from RML), Hedge roll economics, basis, and collateral impacts
Assist with governance frameworks around permitted derivative usage for hedging and yield enhancement
Own and evolve end-to-end investment operations as the balance sheet scales across Bermuda and U.S. entities
Design scalable workflows for: Trade capture and lifecycle management, Collateral and margin management, Cash and liquidity forecasting, Reconciliations and controls
Ensure operational robustness aligned with BMA and NAIC regulatory expectations
Partner with custodians, administrators, counterparties, and internal stakeholders
Build and maintain Python-based analytics using: FactSet APIs (holdings, pricing, curves, risk metrics), Intex APIs (structured credit and loan-level cash flows for RML/ABF where applicable), Liability evaluation APIs or actuarial model outputs
Develop reusable, well-documented Python libraries for: Asset and liability cash-flow modeling, Sensitivity analysis (DV01, KRD, convexity, spread risk), Scenario analysis and stress testing, Liquidity and collateral forecasting
Ensure analytics are production-ready, governed, and auditable—not one-off scripts
Identify and deploy AI-enabled workflows where they create real operational or analytical leverage, including: Data validation and reconciliation, Exception management, Faster scenario analysis and reporting, Natural-language querying of investment data and models
Help define how AI fits pragmatically into an institutional investment and ALM platform
Qualification
Required
6–10 years in investment operations, portfolio analytics, risk, or a related institutional role
Advanced, hands-on Python (pandas, numpy, scipy; optimization or ML a plus)
Experience working with APIs, large datasets, and imperfect real-world data
Comfortable bridging analytics with decision-makers
Builder mentality; enjoys designing platforms from first principles
Commercially oriented and capital aware
Comfortable operating in a fast-moving, high-expectation environment
Clear communicator with strong judgment
Preferred
Strong fixed income background: experience with derivatives, structured credit, ABF, and/or RML strongly preferred
Experience in insurance, reinsurance, asset management, banking, or hedge funds
Benefits
Annual bonus and performance incentive awards.
Medical, dental, vision, life insurance, disability insurance, HSA, Paid Time Off (PTO)
401(k) plan with company match (up to 5%).
Company
Prismic Life Reinsurance
Prismic Life Reinsurance, a Bermuda-based life and annuity reinsurer, is a growth-oriented reinsurance platform that leverages Prudential Financial's experience and PGIM's and Warburg Pincus' market leading asset management franchise to help create long-term value for cedants.
11-50 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase