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    Quantitative Analysts - West Chester, United States - Venerable

    Venerable
    Venerable West Chester, United States

    1 month ago

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    Description

    Title:
    Quantitative Analysts


    Employer:
    VIAC Services Company (Venerable)


    Location:
    West Chester, PA


    Job Description:


    Support derivative portfolio managers and/or strategists in hedging capital market risk exposures of Variable Annuity liabilities and/or other risk exposures.

    Monitor derivative portfolios which include listed and OTC interest-rate and equity derivatives (e.g., futures, total-return swaps, interest-rate swaps, options and swaptions, and variance swaps).

    Research innovative trade ideas/hedging strategies and/or explain portfolio P&L performance and insights through clear risk reporting.

    Build quantitative/analytical tools to support portfolio management and/or hedge strategy development and/or risk reporting by leveraging financial engineering, capital markets, and product knowledge.

    Participate in various quantitative projects as needed to help support overall Hedging/Risk teams goals and objectives.


    Minimum Requirements:
    Master's degree or foreign equivalent in Quantitative Finance, Mathematics, or closely related quantitative field and minimum 2 years of experience in any occupation involving quantitative analysis


    Experience must include:

    managing long-short equity portfolios and running algorithm trading strategies; using Black-Scholes model to estimate Greeks for options; using fixed income models to determine duration, convexities, and coupon payments of corporate/municipal bonds; working with equity instruments including using options implied volatility series to estimate equity volatility; programing in Python and SQL based environment to conduct trading strategy analysis; conducting algorithmic trading strategies using SQL query pipeline; backtesting analysis, PNL analysis, and margin analysis; GCP with command line interface in Linux system; and maintaining development code space using Git and Azure DevOps.

    #LI-DNI


    Venerable Values:
    Every position at Venerable has responsibility for living out the company's values as described here:

    We are Courageous -

    We think critically, ask "why?" and seek out creative solutions.

    We are Curious

    • We take calculated risks, learn from out failures, and challenge traditional ways of thinking.
    We are Connected

    • We are connected to each other, our customers and our community.
    #J-18808-Ljbffr

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