Derivative Portfolio Associate

Derivative Portfolio Associate

As a Derivative Portfolio Associate you will have accountability on our Derivative Strategy & Trading team for managing one or more aspects of functions to support derivative portfolio managers in hedging capital market risk exposures of Variable Annuity liabilities and / or other risk exposures.

Principle Responsibilities :

• Monitor derivative portfolios which include listed and OTC interest-rate and equity derivatives (e.g., futures, total-return swaps, interest-rate swaps, options and swaptions, and variance swaps)
• Research innovative trade ideas / hedging strategies and / or explain portfolio P&L performance and insights through clear risk reporting
• Build quantitative / analytical tools to support portfolio management and / or hedge strategy development and / or risk reporting by leveraging financial engineering, capital markets, and product knowledge
• Participate in various quantitative projects as needed to help support overall Hedging / Risk teams goals & objectives
• Constant monitoring of market trends, news and economic indicators impacting the portfolio
• Conduct research / analysis on market trends, financial instruments or new strategies evolving in the market

Knowledge, Skills and Abilities :

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.