Quantitative Derivative Associate: Investment Bank

 

Analytical Support and Hedging of a growing Variable Annuity program 

 

Responsibilities:

 Analysis into the data outputs of complex actuarial and capital market hedging programsLeverage data mining/querying skills to provide insight into trends and drivers that may not be currently known or acknowledgedProvide business support for enhancements and launches of modeling and hedging improvements Effectively manage small  to medium sized projects in a dynamic business environment leveraging resources to meet aggressive deadlinesQuantify the capital market risks to management and technical support staff,  including complex Actuarial and Financial exposures

 

Requirements:

 3-5 years experience in the financial services industry Strong knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their Applications.  Minimum degree required: Master degree in Quantitative Finance or related field (Mathematics, Physics, Statistics, etc.).  A mix of capital market and actuarial background is preferred. CFA/FSA preferred.Stochastic modeling and computational technology in large scale, distributed processing, and database oriented environmentAnnuity products, including reserves, economic capital, pricing metrics, and financialsExcellent computer skills (especially C++, SQL, Excel, Access, Visual Basic, APL, Matlab)

 

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

 

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

 

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