Position Summary
We are looking for an intellectually curious and technically skilled Solutions Strategist to join our Insurance Solutions team in the Los Angeles office. The Strategist will analyze insurance capital frameworks, build capital models, develop capital efficient portfolio constructions, and create customized analyses for insurance clients. They will work closely with investment, sales, and solutions structuring teams to build insurance investment solutions leveraging all investment capabilities at TCW.
Essential Duties
- Build global insurance capital models. For example, US NAIC RBC, US Basel III, Bermuda BSCR, Japan J-ICS, EU Solvency II, and the international ICS
- Build analytical tools for insurance portfolio management, client service, and customized solutions structuring. For example, portfolio construction and optimization tools, portfolio management dashboards, capital efficient portfolio construction tools, and insurance scenario analysis tools
- Create customized analyses for insurance clients
- Work with the Product Management and Client Service teams to systematize client reporting functionalities
- Work with the Risk Management team to leverage the risk infrastructure for the Insurance business
- Work with the Engineering Solutions team to institutionalize the models and tools, and represent the business team to supervise production procedures
- Work with software and data vendors to facilitate insurance solutions systems and processes
Required Qualifications
- Advanced training in Mathematics, Statistics, Computer Science, Economics, or another highly technical field
- Strong knowledge in fixed income
- Familiarity with insurance regulatory capital frameworks
- 2+ years professional experience in solutions structuring, quantitative analysis, or portfolio management in an investment management firm, an insurance company, or a bank
- 2+ years professional experience coding in Python and SQL
- Prior experience working in a data driven research environment
- Experience with translating complex concepts and mathematical models into code
- Strong and efficient research capabilities, with an ability to assess and analyze a wide range of financial and alternative data sources
Professional Skills Qualifications
- Intellectual curiosity: Strong capability to explore new and complex concepts and datasets
- Reliability: Motivated self-starter that needs minimal supervision
- Adaptability: Comfortable with unstructured data that needs approximation, estimation, and judgement
- Analytical capability: Strong quantitative and qualitative analytical skills as demonstrated by accurate, thorough, and creative analyses
- Communication: Strong communication skills to interface with colleagues, clients, prospects, and consultants
Desired Qualifications
- CFA and FSA charter or candidacy
- Past experience using or creating credit default models
- Past experience with creating NLP, Machine Learning, and Generative AI tools in professional and/or academic settings
This role requires candidates to work from a TCW office a minimum of four days a week. Flexibility for remote work is offered on one day, depending on business needs.
Estimated Compensation:
Base Salary: For a CA based positions, the base salary range is 180k – 200k. This represents base salary range only.
Other Compensation:In addition to the base salary, this position will be eligible to be considered for an annual discretionary bonus.
Benefits: Eligible for TCW’s comprehensive benefits package.
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