Senior Quantitative Analyst- Derivatives

We are driven to do more. More for our customers and the financial professionals who offer our products. If you are driven to do more and love the challenge of pursuing more, Athene is your kind of company. You will find we offer more than the basics to create an inclusive and dynamic work environment at our various locations.

Purpose :

This position will assist in managing / performing activities, processes, and systems related to Portfolio Analytics for the derivative asset classes. The position will primarily be responsible for portfolio analytics, development of derivative pricing models and tools for use by traders and portfolio managers.

The incumbent will work closely with the Derivative Portfolio Management team to integrate best practices in the development of analytical tools and processes used by both portfolio management and ALM / risk management. The incumbent will also work closely with the information technology group in regard to activities related to derivative systems and processes.

Accountabilities :

Extensive familiarity with analytics and risk management as it pertains to derivative asset classes, related trends, issues, and developments will be obtained while working in this position.

Accountabilities :

• Build, refine and manage models of valuation and risk for equity, FX and interest rate derivatives - options, swaps, and forwards. Implement models in a large framework of existing models and processes, develop methods of testing code, and document code changes and processes.
• Perform continuous monitoring of model performance and quality. Perform stress testing of the Asset-Liability book in complex market scenarios. Implement methods of monitoring model risk.
• Produce accurate and timely company-wide liquidity stress test results, incorporating multiple adverse scenarios and regulatory reporting along with performing ad-hoc analysis related to stress tests.
• Work with software and system engineers to support ongoing and rapid development and testing of research ideas and models and its deployment to end-users / stakeholders.
• Design and supervise the creation of ad hoc or regular reports and tools by the Quants and Analysts for data analysis, risk evaluations, model evaluation and onboarding and other such processes.
• Work with software and system engineers to support ongoing and rapid development and testing of research ideas and models and its deployment to end-users / stakeholders.
• Develop leadership skills enabling other analysts in the division, while developing and enhancing the skills of other associates.

Qualifications and Experience :

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