Quantitative Analyst - job 1 of 2

Job Summary

A company is looking for a Quantitative Analyst to support asset liability management and risk assessment.

Key Responsibilities

• Support hedging and risk management of variable and fixed annuities
• Lead the development and maintenance of the Numerix derivatives analytic library
• Perform hedge performance analysis and coordinate with business constituents on production processes

Required Qualifications

• 2-5 years of experience with derivatives, assets, and liabilities
• Understanding of regulatory requirements and risk management practices in derivatives markets
• Experience in quantitative and statistical modeling focused on investments
• Expertise in Numerix analytics library and familiarity with programming languages like Python and SQL
• Good project management skills and ability to adapt to changing business priorities