Job Description
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Title: AVP Derivative Portfolio Managers Employer: VIAC Services Company (Venerable) Location: West Chester, PA : Act as SME for portfolio management and trading oversight of derivative positions to hedge capital market risk exposures for VA liabilities. Accountable for derivative portfolio performance including listed and OTC interest-rate and equity derivatives. Lead team to develop innovative trade ideas/hedging strategies for efficient risk mitigation, opportunistic monetization, target market dislocations etc. through a range of hedge structures including vanilla and exotics equity, and credit derivatives. Effectively communicate and make trade recommendations to Sr. Leadership including C-suite. Set standards in terms of quantitative analytics needed to support portfolio management, hedge strategy development by leveraging financial engineering, capital markets, and product knowledge. Manage relationships with banks and/or vendors and maintain continuous dialogue to proactively identify areas of support and partnership. Manage and guide members of the team of quantitative and/or capital market professionals. Minimum Requirements: Bachelor's degree or foreign equivalent in any quantitative, business, or engineering field and minimum 7 years of experience in any occupation of Hedging Associate, Director, Principal or related. Requires at least 3 years of dynamic hedging experience and working with fixed income and equity derivatives. Experience must include: leading quantitative professionals; applying advanced financial mathematics knowledge with Derivative Pricing Theory; working with equity & rate derivatives markets, dynamics and flows; performing advanced quantitative/analytic reasoning for VA, Rila and FIA dynamic hedging; programming in VBA, SQL, and C#; developing derivative trading strategies, back-testing and managing asset liability risks; and working with insurance products, regulations, or insurance company structure. #LI-DNI Venerable Values: Every position at Venerable has responsibility for living out the company's values as described here: We are Courageous - We think critically, ask "why?" and seek out creative solutions. We are Curious - We take calculated risks, learn from out failures, and challenge traditional ways of thinking. We are Connected - We are connected to each other, our customers and our community.
Job Tags
Full time, Live out
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