Director, Sr. Derivatives Analyst & Trader - Hybrid
Core
Execute derivative trades and perform quantitative analysis for hedging and risk management within an insurance company's investment management department.
Role type
Director, Sr. Derivatives Analyst & Trader
Builds
Derivatives trading positions, risk models, and reporting systems for insurance liabilities and assets.
Domain
Insurance / Derivatives Markets
Deliverable
production ML models | product features | dashboards & analysis | client delivery
Required skills
Derivatives execution, quantitative analysis, Python, VBA, SQL, PowerBI, risk modeling, trade lifecycle management
Preferred skills
NumeriX, indexed annuity hedging, option pricing techniques, derivative collateralization
Technologies
Python, VBA, SQL, PowerBI, NumeriX
Responsibilities
Execute cleared and bilateral derivative trades across equity, rates, credit, commodity, and FX; perform pricing, modeling, and Greeks/risk exposure analysis; develop automated reporting and trading tools; manage trade confirmations, collateral, and settlements.
Seniority
Director, hands-on IC
