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Quantitative Derivative Strategist

  • Job type: Permanent
  • Location: Philadelphia
  • Salary: $120000 - $185000 per annum
  • Job reference: 37537
  • Sector: Buy Side, Asset Management, Selby Jennings
  • Date posted: 11/04/2018
Quantitative Derivative Strategist

An emerging team within a major asset manager on a path towards unprecedented growth is currently hiring! This asset manager, with over $100bn in aum is well positioned to lead the industry and capitalize on the hedging and variable annuities market.

This collaborative team is currently searching for a Quantitative Derivative Strategist to join the growing ERM team. In this role you will work alongside quantitative researchers, traders, algo executioners, machine learning scientists and portfolio managers on portfolio growth.

In the role you will focus on:
  • Variable annuity hedging
  • Index annuity hedging
  • Cross asset hedging
  • Alpha research
  • Signal generation
  • Portfolio construction
The ideal candidate will have:
  • 3+ years experience
  • Masters or PhD in a quantitative field
  • Be a self-starter
  • Ability to collaborate with a team
  • Experience in Equity, Interest Rates, FX or Credit derivatives
  • Experience in mutual fund performance or risk analytics
  • Advanced statistical skill set
  • Machine Learning skill are a plus

If interested please apply below as interviews are underway!


 


 


 


 


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