Quantitative Analyst

This newly added Quantitative Analyst role will have accountability for contributing to one or more functions in oversight of VA hedge programs, design and develop tools and / or processes to report P&L and attribution with focus on fund basis / tracking error.

Principle Responsibilities :

• Identifies and communicates insights into P&L drivers through in-depth knowledge of derivative instruments, underlying fund performance, positions and interactions with portfolio managers
• Researches investment style of funds to manage / reduce fund to hedge basket performance slippage (i.e. fund basis)
• Prepares recurring and ad-hoc presentation decks to management on fund basis results
• Researches new techniques and build tools to help analyze complex problems related to risk, hedging derivatives and to support special projects
• 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 and objectives
• Maintains procedures and process-level documentation on various aspects of the hedge reporting functions

Required Qualifications :

#LI-MB1

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.