Market Risk - Quantitative Analyst at a Top Insurance Firm
Job Responsibilities Risk Modeling and Risk Analytics. This includes the development of derivative pricing models,, risk analysis/decomposition, and managing the application development efforts to support the derivatives hedging portfolio Develop valuation models to check broker quotes for derivative instruments, including options and swaps. Strong understanding of option valuation and Matlab code. Active participation in model validation process and performing monthly/quarterly controls to validate the models. Perform ad hoc analysis when required. A significant amount of work using high-level spreadsheet functionality is required Requirements Bachelor's degree in Economics, Finance, Computer Science, Engineering or Mathematics. MS in mathematical finance or similar field preferred. CFA, FRM, CQF are preferred. 5 years of investment experience or related business experience. 3 years of option trading experience preferred Experience in derivatives modeling and application development preferred. Market Risk - Quantitative Analyst at a Top Insurance Firm Senior quantitative analyst required at a Top Insurance Firm. The person will be responsible for trading, maintaining and developing quantitative models to analyze risk. In this role you will be supporting the derivatives hedging portfolio by providing financial analysis, risk analytics, and developing quantitative models. This is a high exposure role as you will be collaborating with various internal stakeholders, including senior management.