COMPANY OVERVIEW
KKR is a leading global investment firm that offers alternative asset management as well as capital markets and insurance solutions. KKR aims to generate attractive investment returns by following a patient and disciplined investment approach, employing world-class people, and supporting growth in its portfolio companies and communities. KKR sponsors investment funds that invest in private equity, credit and real assets and has strategic partners that manage hedge funds. KKR’s insurance subsidiaries offer retirement, life and reinsurance products under the management of Global Atlantic Financial Group. References to KKR’s investments may include the activities of its sponsored funds and insurance subsidiaries.
POSITION SUMMARY
Global Atlantic's Portfolio Optimization & Construction team designs and optimizes asset allocations to meet financial and risk objectives across our growing insurance portfolio. We are seeking a quantitative investment analyst to enhance our asset allocation, pricing, and optimization frameworks with a focus on insurance asset-liability management (ALM).
This role works at the intersection of quantitative finance and insurance, supporting portfolio construction for reinsurance blocks and retail insurance products while collaborating with actuarial, risk, and investment teams.
RESPONSIBILITIES
Portfolio Construction & ALM
- Construct and optimize asset portfolios for reinsurance blocks and retail insurance products (annuities, life, PRT)
- Develop asset allocation models incorporating regulatory capital requirements, duration matching, and cash flow needs
- Support new business pricing by modeling optimal allocations and expected returns for proposed transactions
- Enhance ALM framework to support deal evaluation and portfolio construction
Analytics & Attribution
- Develop attribution frameworks to explain portfolio performance by asset class, sector, duration, and credit quality
- Analyze market impacts including interest rate movements, credit spreads, and equity volatility
- Monitor portfolios using quantitative approaches, coordinating with actuarial, risk, and finance teams
- Prepare presentations for senior investment committees and portfolio managers
Platform Development
- Expand platform to support new asset types (private credit, structured products, real assets) and liability types
- Maintain and enhance quantitative models tailored to insurance investment processes
- Work with IT teams to automate and institutionalize models, leveraging modern technology
- Serve as quantitative resource, evaluating tools and recommending improvements
QUALIFICATIONS
- Bachelor's degree required; Master's or PhD preferred in Mathematics, Statistics, Finance, Engineering, Economics, Actuarial Science, or related quantitative field
- 0–3 years in fixed income portfolio management, insurance asset management, quantitative research, or related areas
- Prior exposure to insurance products or ALM is a plus
- Strong programming proficiency in Python (required)
- Experience with large datasets and quantitative methods
- Proficiency in Excel and PowerPoint
- Familiarity with Bloomberg, FactSet, or risk systems (MSCI, Barra, Bloomberg PORT) a plus
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