We are driven to do more. More for our customers and the financial professionals who offer our products. If you are driven to do more and love the challenge of pursuing more, Athene is your kind of company. You will find we offer more than the basics to create an inclusive and dynamic work environment at our various locations.
Purpose:
We are driven to do more. More for our customers and the financial professionals who offer our products. If you are driven to do more and love the challenge of pursuing more, Athene is your kind of company. You will find we offer more than the basics to create an inclusive and dynamic work environment at our various locations.The AVP, Quantitative Analytics for New Markets Product is a senior individual contributor responsible for performing quantitative analysis that supports the design, evaluation, and ongoing monitoring of annuity and investment insurance products for New Markets. The position has the potential to grow into a people leader role over time as New Markets business grows.
The focus of this role is quantitative analysis with respect to stable value wrap programs, insurance guarantees, derivative modeling, and 401(k) target date fund (TDF) and total portfolio modeling, including modelling annuities within those 401(k) TDFs or total portfolios. The role carries a heavy emphasis on stochastic modeling and historical back testing, translating complex product structures into models that quantify and explain expected outcomes, risks, and sensitivities. The AVP works closely with Product, Asset Management, Derivatives Risk, and Modelling partners and reports to the Vice President, New Markets Product.
Accountabilities:
WHAT YOU WILL DO
Quantitative modeling & analysis
- Design, build, and maintain stochastic models and Monte Carlo simulation engines that quantify and explain expected outcomes for stable value wrap programs, insurance guarantees, and 401(k) target date fund (TDF) and total portfolio strategies.
- Perform derivative modeling and pricing to value guarantees and hedge structures embedded in New Markets products, applying appropriate valuation model output.
- Generate standardized outcome and risk metrics (e.g., projected wealth distributions, probability of meeting income targets, downside/tail outcomes, drawdown risk, and sequencing risk) to inform product design and internal oversight.
- Undertake risk/reward assessments and calculate analytical attributes across the product portfolio, making recommendations that contribute to achieving product objectives.
Historical back testing & scenario analysis
- Develop and maintain historical back testing frameworks to evaluate how product structures behave across market regimes and historical periods.
- Perform scenario analysis based on hypothetical stress scenarios or actual historical environments and summarize key movements and drivers for governance and product reviews.
- Perform risk analysis of assets and liabilities utilizing financial modeling and quantitative risk assessments, monitoring holdings relative to appropriate risk sensitivity tolerances.
Stable value & insurance guarantee analytics
- Perform quantitative analysis of stable value wrap programs, including crediting-rate mechanics, market-to-book ratios, and wrap capacity and risk.
- Quantify and monitor the cost and risk of insurance guarantees under stochastic scenarios, supporting hedging and asset-liability management-related activities.
- Develop and analyze spreadsheets and database reports used by product, investment, and risk partners in assessing portfolio risk and return characteristics.
Reproducible research tooling, data & controls
- Build and maintain reproducible analytics and simulation pipelines in Python supported by SQL and AI tools, implementing testing, version control, and parameter traceability.
- Use SQL to source, clean, and transform time series and reference datasets; maintain data lineage and perform data quality checks.
- Maintain standard templates, runbooks, and documentation to ensure consistency, repeatability, and audit readiness for model outputs.
Qualifications and Experience:
- 8+ years of relevant experience in quantitative analytics, risk analytics, investment analytics, retirement analytics, derivatives modeling, or relevant experience, including experience with stochastic modeling, pricing, historical back-testing, and ownership of recurring analytical deliverables.
- Advanced proficiency in Python and SQL for quantitative analysis, data extraction, and transformation, with experience using relevant financial, statistical, and analytical tools such as Excel, Bloomberg, MATLAB, or VBA.
- Experience developing reproducible, well-controlled research and modeling workflows, including version control, testing, code review, and parameter traceability, with strong critical thinking and attention to model quality and risk.
- Ability to apply AI tools effectively and responsibly to accelerate research, analysis, model development, and process improvement while exercising sound judgment and appropriate validation.
- Strong knowledge of capital markets and financial, economic, investment, and insurance principles; experience with annuities, stable value, derivatives trading, or defined contribution solutions and CFA, FRM, or actuarial credentials are preferred.
- Bachelor’s degree or equivalent experience in financial engineering, finance, economics, mathematics, statistics, or a related quantitative field; advanced degree preferred.
LOCATIONS
This role will be seated in West Des Moines, IA, Austin, TX, or Toronto, ON working a hybrid schedule of 4 days in office and one day working from home.
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Athene is committed to inclusion and is proud to be an Equal Opportunity Employer. We do not discriminate on the basis of race, color, religion, sex, national origin, age, disability, marital status, sexual orientation, veteran status or any other status protected by federal, state or local law.
Skills Required
- 8+ years of relevant experience in quantitative analytics, risk analytics, investment analytics, retirement analytics, derivatives modeling, or related fields.
- Experience with stochastic modeling, pricing, historical back-testing, and ownership of recurring analytical deliverables.
- Advanced proficiency in Python and SQL for quantitative analysis, data extraction, and transformation.
- Experience with financial, statistical, and analytical tools such as Excel, Bloomberg, MATLAB, or VBA.
- Experience developing reproducible and controlled research and modeling workflows, including version control, testing, code review, and parameter traceability.
- Ability to apply AI tools responsibly for research, analysis, model development, and process improvement with appropriate validation.
- Strong knowledge of capital markets and financial, economic, investment, and insurance principles.
- Experience with annuities, stable value, derivatives trading, or defined contribution solutions.
- CFA, FRM, or actuarial credentials.
- Bachelor’s degree or equivalent experience in financial engineering, finance, economics, mathematics, statistics, or a related quantitative field.
- Advanced degree in a related quantitative field.
Athene Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Athene and has not been reviewed or approved by Athene.
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Retirement Support — Retirement savings support is highlighted through a strong employer match and structured retirement programs. Feedback suggests these offerings add meaningful long-term value to total compensation.
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Leave & Time Off Breadth — Time-off policies span flexible or paid time off, a robust holiday schedule, volunteer time, and paid parental, family care, and military leave. Feedback suggests this breadth is a standout element across many roles.
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Wellbeing & Lifestyle Benefits — Wellbeing resources include comprehensive health coverage, mental-health support, onsite fitness centers, and one‑on‑one coaching. HQ amenities and wellness perks are positioned as differentiators for on-site employees.
Athene Insights
What We Do
Athene, through its subsidiaries, is a leading retirement services company that issues, reinsures and acquires retirement savings products designed for the increasing number of individuals and institutions seeking to fund retirement needs. The products offered by Athene include: • Retail fixed, fixed indexed and registered index-linked annuity products; • Reinsurance arrangements with third-party annuity providers; and • Institutional products, such as funding agreements and group annuity contracts related to pension risk transfers. Athene's subsidiaries include Athene Annuity & Life Assurance Company, a Delaware-domiciled insurance company, Athene Annuity and Life Company, an Iowa-domiciled insurance company, Athene Annuity & Life Assurance Company of New York, a New York-domiciled insurance company, Athene Securities, LLC, an Iowa-domiciled registered broker-dealer (member FINRA), and Athene Life Re Ltd., a Bermuda-domiciled reinsurer. -- The financial industry is ripe for change and Athene is leading the way. We’re determined to make retirement easier for you and other Americans by harnessing our passion, smarts and relentless spirit. Learn how to become an Athene financial professional at www.athene.com/contact. If you love a challenge and are driven to succeed, then Athene is your kind of company.
