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5 дней назад

Quantitative Derivative Portfolio Manager (Credit)

144 800 - 190 000$
Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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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

hirify.global 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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