Apogem Capital · 10 hours ago
Sr. Director, ALM Production Analytics Lead
New York, NY
Full-time
Hybrid
Mid, Senior Level
$156K/yr - $223K/yr
7+ years expNew York Life is a company that values career development, collaboration, innovation, and inclusiveness. They are seeking a Senior Quantitative Analyst to lead the development of sophisticated models supporting asset-liability management and investment analytics, driving quantitative innovation across various teams.
Financial Services
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
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
Apogem Capital
Apogem Capital is an alternatives investor, with decades of experience investing in the middle market.
201-500 employees
Funding
Current Stage
Growth StageLeadership Team
Josh Niedner
Chief Executive Officer
Recent News
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2025-11-26
2025-11-24
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