Senior Quantitative Portfolio Manager (Fintech)
Мэтч & Сопровод
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Описание вакансии
TL;DR
Senior Quantitative Portfolio Manager (Fintech): Overseeing derivatives-based hedging frameworks and dynamic hedging platforms with an accent on equity, interest rate, and volatility risk management. Focus on end-to-end accountability for hedge design, governance, and program-level P&L within a complex institutional environment.
Location: Must be based in Boston, Massachusetts
Salary: $176,400–$231,500
Company
is a purpose-driven financial services organization focused on long-term impact, stewardship, and enterprise-wide risk management.
What you will do
- Manage the performance and P&L of the Variable Annuity hedging program, including dynamic hedging and convexity management.
- Design and evolve derivatives-based hedging strategies across equity, interest rate, and volatility markets.
- Collaborate with internal stakeholders and external partners to ensure alignment on risk, economics, and hedge outcomes.
- Partner with Quantitative Research & Development to define modeling, analytics, and tooling requirements.
- Provide strategic oversight for equity option rebalancing and execution.
- Contribute derivatives expertise to macro equity hedging and interest rate risk programs.
Requirements
- 10+ years of experience in derivatives portfolio management, hedging, or financial risk management.
- Strong knowledge of interest rate and volatility derivatives, including swaps, swaptions, and Treasury futures.
- Proven experience managing material financial risk within an institutional context.
- Proficiency in Python and/or SQL for analytics, simulation, and risk measurement.
- Bachelor’s degree in Finance, Mathematics, Economics, Engineering, or a related field.
- Ability to convey complex risk topics to senior and non-specialist audiences.
Nice to have
- MBA from a leading institution, MFE, or PhD.
- Direct experience with Variable Annuity hedging programs and governance.
- Professional certification such as CFA or FRM.
- Deep expertise in interest rate volatility markets and relative value strategies.
Culture & Benefits
- Collaborative environment with clear areas of ownership and accountability.
- Access to continuous learning, development, and internal professional networks.
- Employee-led communities and forums fostering inclusion.
- Culture grounded in integrity, responsibility, and long-term stewardship.
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