Senior Quantitative Portfolio Manager

Location: Boston, Massachusetts, United States

Salary: $176,400–$231,500 per year

Company

hirify.global is a purpose-driven insurance and financial services organization whose Investment Management division manages asset-liability risks and quantitative strategies across a large institutional portfolio.

What you will do

• Own the performance and P&L of the Variable Annuity hedging program, including dynamic hedging, convexity management, option strategy, hedge effectiveness, and risk outcomes.
• Design, oversee, and evolve derivatives-based hedging strategies across equity, interest rate, and volatility markets.
• Guide day-to-day hedging operations, including equity option rebalancing and execution.
• Partner with Annuity Products, Enterprise Risk Management, Actuarial, Finance, Treasury, Accounting, Compliance, and the Variable Annuity Risk Committee.
• Define modeling, analytics, and tooling requirements with Quantitative Research & Development.
• Contribute derivatives expertise to macro equity hedging, interest rate risk programs, and other liability-driven portfolios.

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, bond forwards, Treasury futures, total return swaps, and equity derivatives.
• Experience managing material financial risk in insurance, asset management, or a comparable institutional environment.
• Strong quantitative skills in analytics, scenario analysis, research, simulation, and risk measurement; Python and/or SQL required.
• Ability to own programs end to end and communicate complex risk topics to senior and non-specialist audiences.
• Bachelor’s degree in Finance, Mathematics, Economics, Engineering, or a related field.

Nice to have

• Direct experience with Variable Annuity hedging programs, governance, risk committee reporting, and option budget management.
• Deep expertise in interest rate volatility markets, swaptions, and relative value strategies across the yield curve.
• Strong understanding of asset-liability management in an insurance context.
• MBA, MFE, or PhD from a leading institution.
• CFA or FRM certification.

Culture & Benefits

• Meaningful work focused on long-term 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 stewardship.