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Responsibilities: • Provide comprehensive analytical support for the development and implementation of innovative hedging strategies to effectively mitigate complex Business Unit exposures that combine actuarial, financial and capital market risks. • Maintain and enhance existing hedging programs to constantly improve performance and effectively meet evolving business unit demands. • Develop, maintain, and document sophisticated financial models to support various hedging projects. • Develop, generate and document management reports that quantify key hedge program performance metrics and risk exposures to ensure robust feedback and control. • Develop quantitative and qualitative rationale and support for the communication of investment ideas to portfolio managers utilizing knowledge of Financial Mathematics, Derivative Pricing Theory and Equity & Fixed Income Derivatives. • Perform quantitative analysis through database applications and programming languages C++, VBA, SQL, and MATLAB Requirements: • 3-5 years of progressive professional experience in the financial services industry, in the area of developing quantitative hedging strategies, managing asset liability risks, and\or managing a book of complex exotic derivatives such as Variable Annuity guarantees. • A mix of capital market and actuarial background is strongly preferred. Either an ASA with hands-on experience in annuity risk management and investment background and / or a quant with hands-on experience in capital markets and understanding of annuity risk management. • Must have annuity products experience, including reserves, economic capital, pricing metrics, and financials. • Strong knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their Applications. • Volatility, equity and fixed income derivatives: complex structured products, exotic hybrid “basket” options, fund linked, multivariate, path-dependent, variance swaps, etc. • Excellent computer skills (especially C++, SQL, Excel, Visual Basic, Matlab) • Quantitative Masters’ qualification required. For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com Ashton Lane Group® “A trusted advisor throughout your career”
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