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Director, Quantitative & Hedging Strategy

Posted about 1 month agoViewed

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💎 Seniority level: Director, 8+ years

🔍 Industry: Insurance

🏢 Company: Fidelity & Guaranty Life Insurance Company

⏳ Experience: 8+ years

Requirements:
  • Bachelor’s degree in Computer Science, Finance, Economics, Statistics, Engineering, Mathematics, or related field; Master’s preferred.
  • 8+ years of advanced programming experience and expertise in derivatives modeling and risk analysis.
  • Experience with relational database systems and programming languages such as VBA, MATLAB, Python, C#, or Java.
  • CFA/FRM/CQF designations preferred with a strong understanding of statutory and GAAP accounting principles.
Responsibilities:
  • Support risk strategy for derivatives portfolio aligned with company objectives.
  • Manage advanced valuation models and risk analytics for derivatives trading.
  • Lead ideation for macro trade strategy focusing on ALM, earnings, capital, and market volatility.
  • Oversee derivative portfolio analytics related to complex instruments.
  • Direct initiatives to enhance system performance and automate pricing processes.
  • Develop and implement derivative pricing methodologies for complex structures.
  • Propose liability hedging strategies for specific annuity products.
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