Manager, Investments - Derivatives - Remote

Overview

The Manager, Investments - Derivatives primary responsibilities are to support and monitor the company’s interest rate derivatives (e.g. Treasury bond forwards, interest rate swaps, swaptions) and currency hedges to enhance yield, and overall improve the Asset-Liability Management (ALM)/duration profile.

In Short

• Develop interest rate derivative strategies targeting insurance company assets and liabilities.
• Assist in the management of interest rate derivatives portfolio.
• Analyze financial markets and collaborate with other teams.
• Develop and recommend hedge strategies using derivatives instruments.
• Monitor current hedge strategies and derivatives instruments.
• Develop analytics required to manage an interest rate derivatives portfolio.

Requirements

• Bachelor’s degree in mathematics, statistics, finance, actuarial science or related field.
• Successful attainment of CFA or ASA/FSA is preferred.
• 7+ years of investments hedging experience.
• 5+ years of experience related to interest rate derivatives.
• Actuarial background is a plus.
• Insurance product knowledge is preferred.

Benefits

• Flexible work environment (in-office, hybrid, remote).
• Employee-centric culture.
• Opportunities for professional development.