Quantitative Derivatives Specialist - Market Risk Strategy
Tasks
- Build asset liability hedge analysis
- Develop hedging strategies
- Develop tools for market risk modeling
- Implement market risk strategies
- Measure fund performance and report analytics
- Optimize hedge targets and hedge costs
- Oversee financial engineering platform onboarding
- Provide market risk product review oversight
- Recommend hedge strategies
- Support product design for market risk solutions
Perks/Benefits
- Employee assistance program
- Free financial counseling
- Health coaching
- Hybrid work arrangement
- Leadership development training
- PTO
- Parental leave
- Tuition assistance
- Virtual training opportunities
Skills/Tech-stack
Actuarial Science | Asset-liability modeling | C++ | Capital management | Derivatives | Financial Modeling | Liability modeling | Performance attribution | Python | Risk Analytics | SQL | Stochastic Simulation
Education
Regions
Countries
States
Cities
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