5 дней назад
Quantitative Derivative Portfolio Manager (Credit)
144 800 - 190 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Derivative Portfolio Manager (Credit): Managing credit hedges across MassMutual's General Investment Account through daily portfolio rebalancing, risk evaluation, and relative-value analysis with an accent on derivative portfolio management, fixed income, and quantitative research. Focus on designing hedging strategies, leading simulation and back-testing projects, and modeling credit exposure across large insurance portfolios.
Location: Boston, Massachusetts
Salary: $144,800–$190,000 per year
Company
is a purpose-driven insurance and financial services organization managing a large General Investment Account and long-term investment portfolios.
What you will do
- Manage credit hedges across the General Investment Account, including new hedge execution, position rolls, trade input, and daily portfolio rebalancing.
- Review portfolio risk, recent activity, attribution, profit and loss, and modeled credit exposure.
- Identify market opportunities and evaluate alternative hedging strategies and relative-value positions.
- Lead simulation, back-testing, and quantitative research projects.
- Collaborate with investment management, enterprise risk, actuarial, finance, accounting, treasury, compliance, and external asset-management and derivative counterparties.
Requirements
- 7+ years of derivative market experience with instruments such as equity options, TRS, futures, forwards, CDX, interest-rate swaps, swaptions, or cross-currency swaps.
- 7+ years of fixed-income portfolio-management experience with exposure to structured and private credit.
- Bachelor’s degree in mathematics, financial engineering, computer science, or a related field.
- Strong quantitative expertise in statistics, mathematics, and computer science, with Python and SQL required.
- Experience with capital markets, financial instruments, portfolio management, and asset-liability management.
- Strong communication skills and the ability to explain technical topics to non-experts.
Nice to have
- 10+ years of derivative market experience.
- Advanced quantitative degree such as an MFE or PhD.
- Experience with derivatives risk, economics, tax, and accounting in a life insurance company.
Culture & Benefits
- Work with clear areas of ownership and accountability connected to company and customer outcomes.
- Collaborative environment where different perspectives are welcomed.
- Access to learning, development, and internal professional networks.
- Employee-led communities and forums supporting connection, learning, and inclusion.
- Culture grounded in integrity, responsibility, and long-term impact.
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