Quantitative Strategy Associate – Equity Risk Management recruitment
Responsibilities: • Assist in the analysis of risk minimization multi-strategy hedging frameworks for a variable annuity portfolio. • Critique and enhance various systems utilized in analyzing market risks inherent in variable and equity- indexed annuities. • Research and evaluation effectiveness of hedging strategies across a wide range of fixed income, equity, and credit derivative products • Develop a thorough understanding of equity risk management, including proficiency in risk management and pricing of exotic equity derivatives (baskets, cliquets, etc) • Keep current Read more […]
Equity Risk Management recruitment
This person will work within the risk management group on firm’s Equity Risk management initiatives, responsible for critically analyzing and assessing market risk in detail, and taking on active role in assisting portfolio risk management and portfolio construction decisions. On a daily basis this person will assist the risk management team in assessing, reporting and mitigating risks in the firm’s portfolios and processes; Augment and develop risk analytics and reports using RiskMetrics, other tools, or custom programming and incorporate them into the risk evaluation process; Perform ad-hoc Read more […]