Associate Quantitative Derivative Strategist #SRAQDS
Associate Quantitative Derivative Strategist with VIAC Services Company (Venerable) in West Chester, PA. Responsible for risk oversight & reporting of all Venerable hedging operations.
Requirements: Master’s degree in Finance, Business Administration, Math, or related Minimum 2 years of risk management experience in hedging, investment banking or similar role. Must have experience working with Equity; Interest Rates; FX; Credit derivatives incl valuation techniques & attribution; advanced stochastic modeling; VA (Variable Annuity) modeling; Option theory & pricing; & ALM (Asset Liability Management) exp computing key metrics incl KRD, KRR, DV01, OAS for investment decisions. Must have exp w/ Mutual Fund performance & Basis risk; computing profit & loss (P&L) from hedging strategy; & attributing P&L performance to key factors incl Time, Interest rates, Equity & Volatility impact.
We are an Equal Employment Opportunity (EEO) employer and does not discriminate on the basis of race, color, national origin, religion, gender, age, veteran status, political affiliation, sexual orientation, marital status or disability (in compliance with the Americans with Disabilities Act) with respect to employment opportunities.