Quantitative Analysts

Title: Quantitative Analysts

Employer: VIAC Services Company (Venerable)

Location: West Chester, PA

Job Description:

Provide input into portfolio management and trading oversight of derivative positions to hedge capital market risk exposures of Variable Annuity liabilities and/or other risk exposures. Support and execute day-to-day management of interest rates derivative portfolio including listed and OTC interest-rate derivatives. Develop innovative trade ideas/hedging strategies for efficient risk mitigation, opportunistic monetization, and target market dislocations through a range of hedge structures including vanilla and exotics rate and credit derivatives. Make trade recommendations to senior leadership. Develop sophisticated quantitative analytics to support portfolio management, hedge strategy development by leveraging financial engineering, capital markets, and product knowledge. Execute day-to-day operations with small to medium sized projects in parallel under a dynamic environment involving shifting priorities. Collaborate with other teams and creatively leverage resources to meet aggressive deadlines. Partner with trading counterparties for latest market color, source relevant trade ideas, trade execution techniques.

Minimum Requirements:

Bachelor’s degree or foreign equivalent in Mathematics, Statistics, Computer Science or related and minimum 2 years of experience in any occupation of analyst or related. Experience must include: working within financial services industry in a rates derivatives market-making capacity; applying advanced knowledge of financial mathematics with focus on building, reviewing and maintaining pricing, risk and PnL models; derivative Pricing Theory including applications to curve construction and monitoring; flow trading and interest rate risk hedging; interest rate derivatives markets, dynamics and flows and market structure; developing derivative trading strategies; and programming in VBA, Python, and JAVA.

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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.

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