Director Quantitative Strategist recruitment

Responsibilities: • Manage a group responsible for assessing ongoing PL and risk impact, along with development of risk mitigation strategies for a portfolio of variable annuity products within a CUDA platform • Ensure continued improvement of existing risk strategies/methodologies for the entire hedge program • Identify residual unhedged risk and associated impact on overall portfolio performance  • Design and implement new quantitative models that track and predict risks, identify and initiate development of new hedging strategies to enhance the current variable annuity hedging Read more […]

February 15, 2012 • Tags: , • Posted in: Financial • Comments Off on Director Quantitative Strategist recruitment