Associate Quantitative Analyst III

Job Description: The Associate Quantitative Analyst III at Northwestern Mutual Life Insurance Company in Milwaukee, Wisconsin will develop economic scenarios and capital market assumptions for use in managing general account investment portfolio, informing various asset-liability analyses, and helping to inform client-facing financial planning and asset allocation decisions. Use Bloomberg to gather needed inputs and assumptions, and leverage database expertise to store and manage large amounts of required data in databases such as PostgreSQL. Perform data analysis utilizing Excel, Python, Pandas, SciPy and MATLAB to generate long-term assumptions about the performance of different financial asset classes and maintain code version control with Git. Develop forecasts using both Moody's Economic Scenario Generator tool and internally developed tool for capital market assumptions. Validate results through review with key stakeholders and asset managers, and comparison of results to third-party providers. Maintain pricing data, curves and models used to value derivative positions, incorporating valuation models of asset classes including fixed income, equity, real estate, and derivatives. Perform periodic reporting and stress testing of derivative exposure. Develop new database solutions for archiving and reporting derivative exposures across numerous dimensions. Resolve collateral disputes in collaboration with operations team. Develop ETL (Extract, transform, and load) process and data visualization dashboard utilizing Python. Telecommuting permitted 2 days per week. Salary $112,210- $229,190 per year.

Minimum Requirements: Master's degree in finance, financial engineering, transportation engineering or a related quantitative field plus 1 year (or a Bachelor's degree plus 5 years) of experience as a Quantitative Analyst or related occupation. Experience must include 1 year with each of the following: (1) Quantitative Analysis, Statistical Analysis, Hypothesis Testing, Regression Analysis, Time Series Analysis, Machine Learning, Simulation, and Optimization; (2) programming in Python and MATLAB; (3) code version control with Git; (4) data analysis utilizing Excel, Pandas, and SciPy; (5) Data Visualization with Python; (6) working with databases including SQL Server, PostgreSQL, and Redshift; and (7) ETL process.

Interested candidates send resume to apply@northwesternmutual.com. Reference code 470 in the subject line.

We believe in fairness and transparency. It's why we share the salary range for most of our roles. However, final salaries are based on a number of factors, including the skills and experience of the candidate; the current market; location of the candidate; and other factors uncovered in the hiring process. If noted, this is standard pay structure for this position.

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Northwestern Mutual is an equal opportunity employer who welcomes and encourages diversity in the workforce. We are committed to creating and maintaining an environment in which each employee can contribute creative ideas, seek challenges, assume leadership and continue to focus on meeting and exceeding business and personal objectives.

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We're excited about the potential people bring to Northwestern Mutual. You can grow your career here while enjoying first-class perks, benefits, and our commitment to a culture of belonging.

• Flexible work schedules
• Concierge service
• Comprehensive benefits
• Employee resource groups