ALM & Portfolio Modeling: Build and deploy risk-factor ALM optimization models for liability-aware mandates, custom overlays, and multi-asset public/private portfolios. Quantitative Development: Enhance proprietary financial engineering tools, rebalancing engines, and analytics using Python, VBA, or C++. Client Advisory: Partner with portfolio managers on client-facing analytics, thought leadership, a QUALIFICATIONS Quantitative degree (Financial Engineering, Actuarial Science, Math); CFA, FSA, or CAIAdesignation (or active candidate). Experience: 6+ years in institutional asset management, investment consulting, or ALM. Strong programming background SALARY: $120-155k RELATED JOBS At North American Search Group, we are constantly looking for recent ways to improve to ensure the highest satisfactionamongst our clients. If you have any feedback regarding our services or our website, we would love to hear from you. #J-18808-Ljbffr

📌 Analyst/Sr Analyst, Generation & Optimization (18 Month Contract) (Levis)
🏢 Brookfield
📍 Levis