Consultant | Financial Risk Management - ALM/Derivative Overlays
Core
Lead quantitative analysis and model development for large-scale Asset Liability Management (ALM), dynamic hedging, and derivative overlay mandates for global insurers and superannuation funds.
Role type
Senior quantitative consultant (ALM/Derivatives)
Builds
Sophisticated investment solutions, liability/asset/derivative valuation models, and retirement income strategies
Domain
Financial services, actuarial consulting, capital markets
Deliverable
production ML models | product features
Required skills
ALM, dynamic hedging, derivative valuation, stochastic modeling, capital markets theory, quantitative leadership, team mentoring
Preferred skills
Python, SQL, VBA, R, C++, C#, Bloomberg MARS
Responsibilities
Manage client relationships for ALM and hedging programs; design and develop risk and attribution models; develop stochastic models for retirement products; mentor quantitative analysts; collaborate with capital markets and development teams; present deliverables to stakeholders; support business development in Australia and Asia-Pacific
Seniority
Senior, hands-on IC with mentorship responsibilities
