Derivatives Portfolio Manager
The Global Derivatives Hedging group (GDH) of AEGON Asset Management, is located in Baltimore MD, and is responsible for the execution of all the derivatives trades for the business units of AEGON USA, and certain international business units within AEGON. Additionally GDH is responsible for partnering with the insurance companies of AEGON globally in the structuring of appropriate hedge strategy solutions. We are currently seeking a derivatives structure/portfolio manager with primary experience in equity derivatives and/or variable annuities.
- Advise and work with internal AEGON clients on risk hedging and capital market products that suit their investment needs, focusing on equity and variable annuity product hedging solution design;
- Maintain close relationships with the investment banking community and communicate relevant strategies and product offerings to clients;
- Provide support for risk analysis to AEGON business units by analyzing markets and models including stress testing and scenario analysis on derivatives strategies;
- Research and develop new ALM/hedging strategies across various equity and rate products;
- Build analytics/tools for monitoring and/or sensitivity analysis, performing analysis across a portfolio of equity and rate products;
- Ensure feasibility and appropriateness of solution design strategies;
- Evaluate solution alternatives in the context of economic, legal, regulatory and other contexts unique to the specific business situation.
- Identify optimal income and/or risk reducing trading strategies
- Contribute in various front office related projects, i.e. upgrading the Derivative Systems Infrastructure.
Qualifications:
- Requires a Bachelor’s degree in mathematics, actuarial science, finance, business, or related field with at least 5 years relevant work experience or a graduate degree with at least 4 years relevant work experience.
- Preferred requirements:
- In addition, the ideal candidate will additionally have one or more of the following:
- 5+ years’ experience (or equivalent) in hedge strategy, quantitative risk management, and/or derivative portfolio management
- Exposure to or experience in the insurance industry
- A solid understanding of financial instruments and investing concepts, including derivatives, valuation, hedging
- Ability to effectively navigate levels of exploration, smoothly shifting between tactical thought and big picture thinking
- CFA or Actuarial designation or significant progress towards ASA, FSA, CFA, CERA, and/or CAIA designations a plus
AEGON is an Equal Opportunity Employer. Please apply directly to our website at www.aegonusa.jobs/. Reference job ID 130001EG.
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