The Chief Investment Office (CIO) needs to develop analytical tools and deliver quantitative analysis to support Prudential’s asset-liability management and capital markets solutions in a dynamic environment, especially with contemplated significant new business and reinsurance activities.
Requirements
- Proficient in Python with practical experience.
- Possess a strong understanding of derivative pricing theory, with a keen interest in applying theoretical knowledge in real-world scenarios.
Responsibilities
- developing analytical tools and delivering quantitative analysis to support Prudential’s asset-liability management and capital markets solutions in a dynamic environment.
- development of Asset, Liability and ALM models that supports both General Account and hedging portfolio.
- review and construction of asset allocation strategies, including hedging strategies on various product lines.
- providing quantitative support on broad strategic initiatives on pricing, hedging and valuation of capital market sensitive insurance guarantees.
- implementation of pricing tools for derivatives (equity, rate, credit, and FX), risk analytics, and profit and loss attribution methodologies as directed by senior team members.
- Collaborate directly with the Trade Desk to assess, discuss, and craft models/tools that aid daily trading and hedging operations.
- Contribute to organization-wide projects, such as financial derivative forecasting and/or simulation scenarios.
Other
- The Employee Work Arrangement (EWA) for this role is hybrid, with three days per week in the office.
- H1-B sponsorship is available for this role.
- Hold an advanced degree in financial engineering, mathematics, computer science, statistics, or related quantitative disciplines. Candidates with a Bachelor's degree and substantial work experience will also be considered.
