Quantitative Risk & Portfolio Engineer: Hedge & Analytics

Posted yesterday

corebridge financialBrooklyn (NY)

Financial Quantitative Analysts Portfolio Management and Investment Advice

SENIORITY

Senior

Apply

About the role

Corebridge Financial, Inc. is seeking a quantitative risk and portfolio engineer in Woodland Hills, CA (also Houston, TX or Jersey City, NJ) to support derivatives portfolios and model development. You will bridge portfolio management, model implementation, and reporting across trading, quant, and risk teams. The role requires a Master's in a quantitative field and 3+ years of related experience, with strong Python/SQL skills and familiarity with Bloomberg and Oracle.

Before you apply

Applying takes about a minute. These four things decide how fast it moves after that.

Your profile is current

It's what we read first. Occupations, seniority and locations matter more than a long history.

Two examples you can talk through

Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.

A number in mind

What you're on now and what would make you move. We negotiate better when we know both.

Your notice period

Employers plan around it, and it's the question that stalls offers most often.

Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.