AVP, Quantitative & Hedging Strategy - Remote

Overview

The AVP, Quantitative & Hedging Strategy is responsible for owning and leading the development and enhancement of advanced quantitative models to assess risk in the derivatives portfolio and guide F&G’s derivatives trading activities.

In Short

• Lead development of quantitative models for risk assessment.
• Collaborate with senior stakeholders across various teams.
• Design and implement asset and liability hedging strategies.
• Enhance in-house derivative valuation system.
• Oversee derivative portfolio analytics and complex instruments.
• Drive initiatives for system performance and accuracy.
• Lead research on derivative pricing methodologies.
• Provide detailed analytics to support actuarial teams.
• Ensure compliance with regulatory requirements.
• Manage multiple complex tasks in a fast-paced environment.

Requirements

• Bachelor’s degree in a related field; Master’s preferred.
• 10+ years of programming experience (VBA, MATLAB, Python, etc.).
• 10+ years in derivatives modeling and risk analysis.
• CFA/FRM/CQF designations preferred.
• Life and annuity business experience required.

Benefits

• Flexible work environment (in-office, hybrid, remote).
• Employee-centric culture.
• Collaborative and dynamic work atmosphere.
• Opportunities for professional growth.
• Support for work-life balance.