Sr. Quantitative Derivative Strategist
HybridIndividual AnnuitiesIndividual Life ProtectionLife Annuity OtherAsset-Liability ManagementCapital Modelling & Economic CapitalProduct Development & Plan Design
Role Summary
Loading...HIGHLIGHTS
Senior quantitative derivative strategist in Market Risk Management for a life and annuities franchise in Radnor, PA. You will design, back-test, and execute derivative hedging strategies and build quantitative infrastructure to support ALM and capital efficiency for VA, FIA, IUL and other annuity/life products. Senior role partnering with trading, actuarial, investments and finance in a hybrid (3 days/week) office arrangement.
JOB DESCRIPTION SUMMARY
- Design and execute derivative hedging strategies for annuities and life products
- Develop quantitative models and back-testing tools for hedge effectiveness
- Build and maintain analytic infrastructure using Python, SQL, R, Matlab, Excel/VBA
- Partner with trading, actuarial, investments, finance and senior management
- Hybrid role — 3 days a week in Radnor, PA office
DOMAIN EXPERTISE
- Hedging and trading strategy experience
- Derivative pricing and hedging for annuities
- Capital markets and derivatives knowledge
- Quantitative finance including option theory and optimization
- Programming for quant research and back-testing
KEY REQUIREMENTS
- 5+ years in a hedging/trading strategist role
- Solid understanding of capital markets, derivatives, and annuity products
- Strong programming skills (Python, SQL, R, Matlab, Excel/VBA)
- Advanced degree in quantitative discipline strongly preferred
- Experience building back-tests and quantitative hedge infrastructure
TECH STACK
- Excel
- PowerPoint
