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Quantitative Analyst Life Products Hedging
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Employer: Financial Institution
Recruiter: Ashton Lane Group, Inc
Location: Philadelphia, PA, United States
Posted: October 02, 2009 Expires: January 02, 2010
Job Title: Quantitative Analyst Life Products Hedging
Description:

Associate Level strategist supporting the hedging business of a prestigious investment 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.
• Previous experience with Variable Annuities, Structured Products and associate Equity Risk hedging strategies
• Familiarity with statutory capital requirements / Commissioners Annuity Reserve Valuations Method (CARVM)
• 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

Ashton Lane Group® “A trusted advisor throughout your career”

When you apply, please mention that you saw this job on jobs.phds.org
Ref Code: PH4094
Job Type: Employee
Sector: Quantitative finance
Website: http://www.ashtonlanegroup.com
Salary: Excellent Base + Bonus
Hours: Full time
Categories: Quant Jobs, Derivatives Jobs, Quantitative Analyst Jobs, Risk Analyst Jobs
Jobs Nearby: Jobs in Philadelphia, PA, United States
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