Quantitative Specialist

Full Job Description

This role is at a top financial house (Fortune 500 Company) in the Philadelphia area. The role is a quantitative role covering equity risk. The team are looking to expand quite a lot over 2012 and are looking to add an experienced member of team. This financial institution focuses on life insurance, annuities, retirement plan services, and group protection.

The type of profile the manager is looking for is:
• In charge of a team who assess PL and risk impact
• The team are responsible for development of risk mitigation strategies for a variable annuity portfolio
• The ability to ensure continued success and ongoing improvements for existing risk strategies-methodologies
• Identify unhedged risk and how it impacts overall portfolio performance
• Design and implement quantitative models to effectively track risk, identify new strategies which should be used to enhance current hedging platform.
• This manager will be seen as a specialist on risk systems and models (EQ, FX, FI, Credit)

Technical background required:
Ideally 5 - 7 years experience coming from a risk-quantitative-actuarial background
An in-depth understanding of risk volatility linked to changes in EQ, IR markets and market volatility
Previous knowledge-experience of actuarial valuation or product development for variable annuities
Proficiency with C++,C, Matlab, Perl, SQL etc
PhD - Maths, Physics, Computer Science, Actuarial science or related field

Please apply into: quantexotic@selbyjennings.com
Philadelphia, C++, quantitative, equity, risk, design, implementation, documenting designs, translating, formatting, refactoring, reviewing, Linux, Windows, Perl, Matlab, methodologies, variable annuities, hedge funds, derivatives, risk strategies, hedge, reviews, research, PhD, Ph.D,

July 18, 2012 • Posted in: General

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