Quantitative Risk & Portfolio Engineer: Hedge & Analytics

Corebridge Financial, Inc. is seeking a quantitative risk and portfolio engineer in Woodland Hills, CA (also Houston, TX or Jersey City, NJ) to support derivatives portfolios and model development. You will bridge portfolio management, model implementation, and reporting across trading, quant, and risk teams. The role requires a Master's in a quantitative field and 3+ years of related experience, with strong Python/SQL skills and familiarity with Bloomberg and Oracle.