Lead Quantitative Analyst

Job Summary

A company is looking for a Lead Quantitative Analyst who will lead projects related to asset and liability management.

Key Responsibilities

• Lead projects for hedging, reporting, modeling, and sensitivity analysis of annuity products
• Enhance risk modeling and streamline hedging processes using Python and SQL
• Generate performance reports for senior management and communicate with various departments

Required Qualifications

• Degree in mathematics, statistics, physical science, or actuarial science
• 10+ years of experience in equity and interest rate derivative pricing and quantitative finance
• Proficiency in Python and SQL, with experience in production quality systems
• Strong relational database design skills and high-level math skills
• Ability to lead projects and work effectively in a team environment