Risk strategist supporting the hedging business of a prestigious national financial firm.

Responsibilities:

• Develop a thorough understanding of equity risk management. Use expertise and specialized knowledge to study issues and draw conclusions.
• Critique and enhance various systems utilized in analyzing various market risks inherent in variable annuities and equity-indexed annuities. The ability to solve problems using C++ and/or VBA is a plus.
• Keep current on capital markets and assess the impact on the hedging program of developing trends.
• Assist in determining the appropriateness with respect to the hedging program of reinsurance deals and capital market transactions that are presented to the company.
• Build on existing knowledge to identify derivative instruments and hedging strategies that would enhance existing strategies.
• Partner with other areas of the company to enhance variable annuity and equity-indexed product products, analysis and management.

Requirements:

• Minimum of 2 - 3 years of prior investment, market risk, quantitative and/or research experience required.
• Knowledgeable of risk mitigation associated with changes in the equity markets, interest rates, and market volatility.
• Understanding of annuity hedging strategies
• Strong written and verbal communication skills.
• Strong C++ and/or VBA skills.
• Professional designations strongly preferred (PRM, CQF, ASA/FSA)
• Bachelors degree or higher in mathematics, actuarial science, finance or financial engineering.

To apply: 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

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