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 […]

February 6, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Strategy Associate – Equity Risk Management recruitment