The derivatives front office of the investment management department needs to identify, execute, and manage derivative trades, perform analytical and quantitative analysis on underlying assets, and manage risk and P/L attribution. This role aims to contribute to the company's success by making a meaningful impact daily through these functions.
Requirements
- Strong quantitative skills and knowledge of Microsoft Excel and VBA is strongly preferred.
- Sound understanding of trading technology; Bloomberg, Aladdin, TradeWeb.
- Programming skills are a plus (Python, Java, C++, R, etc.).
Responsibilities
- Pre-trade analysis and modeling.
- Trade execution and management across rate, equity, credit and FX asset classes.
- Position reporting and ad-hoc risk analysis and project work.
- Monitoring risk, positions and P&L.
- Following market trends, economic data and events to provide trade recommendations to ALM and Senior Management.
- Providing weekly market commentary.
- Coding in support of trading, risk analysis, and trading tool development.
Other
- Accurate, best practice trade execution with attention to detail and the ability to efficiently balance both project work and trading responsibilities.
- 5+ years of experience in a hands-on derivatives trading and analysis role focused directly on hedging and derivatives markets in an insurance company or asset management firm.
- Ability to handle trade requests from multiple sources simultaneously and multi-task in a fast-paced environment.
- Direct familiarity with index-linked insurance products, including indexed and/or variable annuity hedging programs a plus.
- The company and your department may occasionally gather in person throughout the year to foster a culture of belonging and promote team building.
