Quantitative Engineering - Investments Technology

Who We Are

At Corebridge Financial, we believe action is everything. That’s why every day we partner with financial professionals and institutions to make it possible for more people to take action in their financial lives, for today and tomorrow.

We align to a set of Values that are the core pillars that define our culture and help bring our brand purpose to life:

• We are stronger as one: We collaborate across the enterprise, scale what works and act   decisively for our customers and partners.
• We deliver on commitments: We are accountable, empower each other and go above and beyond for our stakeholders.
• We learn, improve and innovate: We get better each day by challenging the status quo and equipping ourselves for the future.
• We are inclusive: We embrace different perspectives, enabling our colleagues to make an impact and bring their whole selves to work.

Who You’ll Work With

The Information Technology organization is the technological foundation of our business and works in collaboration with our partners from across the company. The team drives technology and digital transformation, partners with business leaders to design and execute new strategies through IT and operations services and ensures the necessary IT risk management and security measures are in place and aligned with enterprise architecture standards and principles.

About The Role

Quantitative Development Group is part of Global Capital Markets (GCM) Engineering Team, which provides technology and analytics solutions for GCM trading desk, front office personnel and enterprise risk teams.  Our customers include Global Capital Markets (GCM) Front Office, Market Risk (including stress runs), and Annuity business affiliates.

Responsibilities

• Build and support derivatives pricing models and analytical libraries 

• Improve capabilities for trading and risk management of derivative products  Design and optimize the analytics library and its integration with IT tools, processes, and databases 

• Provide expertise on quantitative aspects of derivatives product pricing across multiple asset classes 

• Act as a point of contact for business users throughout the project lifecycle  Facilitate communication between business stakeholders and technology teams 

• Conduct user acceptance testing to ensure that final solution meets the defined business requirements and is ready for deployment 

Skills and Qualifications

• Advanced degree in STEM (candidates with bachelor’s degree will be considered depending on experience) 

• 3+ years of related experience (preferably in a production quant or quant developer setting) 

• Aptitude to acquire new expertise in derivatives pricing and mathematics, and combine it with best-in-class engineering principles to build a working solution 

• Good understanding of numerical methods, linear algebra, real analysis and stochastic calculus 

• Experience with statically typed object-oriented languages (C++, Pascal/Delphi, C#, Java; C++ preferred) 

• Experience with non-exotic interest rate derivatives and/or interest rate curve building is desired 

• Basic to intermediate relational database experience (Oracle and PL/SQL preferred) 

• Knowledge of the following tools and technologies is not required, but may boost your application: Visual Studio, Github, C++ XLL interface, Python, PyBind, AWS

Compensation

The anticipated salary range for this position is $90,000 to $105,000 for the Norwalk, CT region at the commencement of employment. Not all candidates will be eligible for the upper end of the salary range. The actual compensation offered will ultimately be dependent on multiple factors, which may include the candidate’s geographic location, skills, experience and other qualifications.

In addition, the position is eligible for a discretionary bonus in accordance with the terms of the applicable incentive plan.

Corebridge also offers a range of competitive benefits as part of the total compensation package, as detailed below.

Work Location

This position