Job Description Summary
As a member of the Asset Liability Management (ALM) & Hedging, works with senior staff to solve business problems using quantitative analytics, software engineering, statistics, economic analysis, finance and accounting disciplines.
? Devise, document and implement conceptual and quantitative models to solve business problems.
? Gather pertinent information and data sources across disciplines to formulate solutions.
? Architect, design and Implement software using an agile approach.
? Coordinate with the IT team the adoption of systems in the production environment.
? Responsible for producing and presenting departmental level analysis to mid-level management.
? Develop and maintain subject matter expertise required to advise businesses management.
? This role may include work in ALM, modeling, research, trading/hedging strategies.
? The role requires design and implementation of software.
? General quantitative modeling utilizing Monte Carlo simulations both in risk-neutral setting for pricing and real-world setting for scenario analysis.
? Masters in mathematics, actuarial science, finance, economics, physics, computer science or engineeringwith at least 7years relevant work experience
? OR Bachelor?s degree and FSA/CFA/Equivalent Designation plus 7 years relevant work experience
? OR Bachelor?s degree plus 10 years relevant work experience.
? Communication skills to convey complex information to business both verbally and in writing at an appropriate level of detail for each audience
? Expertise on object oriented programming in C++, Ruby and Python on Linux
? Expertise on developing on Linux
? Experiencewith open source
? Working knowledge of SQL
? Experience in financial services industry
? Knowledge of equity, fixed income, credit, and derivative instruments
? Experiencewithbig data analytics
Behavioral & Leadership Competencies
? Must possess excellent understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting.
? Should have an excellent understanding of investment and insurance products.
? Must possess excellent communication skills.
? Acting as one fosters an environment of positive collaboration
? Accountability allows us to own the problem as well as the solution
? Agility inspires new ideas, innovation and challenges the status quo