Manager of ALM Strategy

Apex Systems
Baltimore, MD
Jun 11, 2018
Jun 25, 2018
Full Time
Apex Systems is seeking a highly technical and analytically focused Lead Quantitative Analyst (of Asset Liability Modeling Strategy) to join our client in Baltimore, MD. This is a highly visible role, where out-of-box solutions and thinking is encouraged and rewarded. Please see below for specific skillsets and responsibilities. If you or someone you know may be interested in this role, please contact Matt Kisling at [Click Here to Email Your Resume] with an updated resume. Title: Manager/Lead Quantitative Analyst Location: Baltimore, MD (considering candidates who are willing to relocate to Baltimore) Compensation: $200,000-300,000/year (total compensation package) Industry: Finance Responsibilities Understand and evaluate variable annuity hedging P/L risk drivers and find ways to improve hedge performance and ALM risk management. Follow the insurance industry trend and best practices, innovations in the capital market and help adopt advanced ALM strategies within the organization. Perform research in new investment or hedging strategies through back testing, time series analysis and capital modeling. Provides analytical support to Management, specifically on Big Data Requires decision making on development, presentation and interpretation of various ALM reports. Models and quantifies risks including: equity and interest rate sensitivities, cash flow variability, credit, alternative investments or liquidity risks. Works with colleagues to monitor and maintain hedging models and programs by: structuring new hedges, helping maintain portfolios on systems, and preparing portfolio hedge program and cash flow reports. Participate in liability, asset and risk systems development projects. Other duties as assigned based on divisional needs. Conforms with and abides by all regulations, policies, work procedures, instruction and all safety rules. Requirements: Requires a graduate degree in mathematics, actuarial science, finance, economics, or related field with 6 years relevant work experience OR pHD in related fields with 3 years of relevant work experience Ability to code in Python or C++ Experience writing SQL queries Passionate about data and Experience with big data technologies Knowledgable of quantitative finance, actuarial science and/or scientific computing. EEO Employer Apex is an Equal Employment Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, age, sexual orientation, gender identity, national origin, disability, protected veteran status, or any other characteristic protected by law. Apex will consider qualified applicants with criminal histories in a manner consistent with the requirements of applicable law. If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation in using our website for a search or application, please contact our Employee Services Department at [Click Here to Email Your Resume] or 844-463-6178.