Associate Quantitative Analyst
About the position
This newly added Quantitative Analyst role will have accountability for contributing to one or more functions in oversight of VA hedge programs, designing and developing tools and/or processes to report P&L and attribution, with a focus on managed volatility funds and VIX-correlated fee analysis. Venerable is currently working in a Hybrid Work Model, in the office 3 days/week and remote 2 days/week. This role is based in our West Chester, PA office. Please note that this position is not eligible for visa sponsorship now or in the future.
Responsibilities
• Identifies and communicates insights into P&L drivers through modelling of VIX fee, managed volatility funds activity, positions and interactions with trading team.
• Builds, maintains, and automates interactive dashboards and reporting tools that draw from centralized databases, enhancing data accessibility and accuracy.
• Build quantitative/analytical tools to support hedge strategy development and/or risk reporting by leveraging financial engineering, capital markets, and product knowledge.
• Design, develop, implement and maintain attribution reports and dashboards in Datalore/PowerBI and Python.
• 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.
Requirements
• Minimum of 1-2 years of progressive, related professional experience in the insurance or broader financial services industry.
• Bachelor’s degree in Financial Mathematics (or related field); strong preference toward advanced degree (Master’s or PhD in a Quantitative field).
• Superior quantitative/analytic reasoning and problem-solving abilities and strong computer programming and scripting experience in VBA, SQL, Python, Matlab, C++…etc...
• Advanced knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their applications.
• Proven experience automating Excel tasks using macros.
• Strong knowledge of database design, data modeling, and integration techniques.
• Experience should be inclusive of exposure to equity and rate derivative instruments.
• Ability to work under pressure and in a fast-paced work environment.
Benefits
• Competitive Compensation
• Benefits
• Current Hybrid Work Schedule
• Generous PTO Package
Apply tot his job
Apply To this Job
This newly added Quantitative Analyst role will have accountability for contributing to one or more functions in oversight of VA hedge programs, designing and developing tools and/or processes to report P&L and attribution, with a focus on managed volatility funds and VIX-correlated fee analysis. Venerable is currently working in a Hybrid Work Model, in the office 3 days/week and remote 2 days/week. This role is based in our West Chester, PA office. Please note that this position is not eligible for visa sponsorship now or in the future.
Responsibilities
• Identifies and communicates insights into P&L drivers through modelling of VIX fee, managed volatility funds activity, positions and interactions with trading team.
• Builds, maintains, and automates interactive dashboards and reporting tools that draw from centralized databases, enhancing data accessibility and accuracy.
• Build quantitative/analytical tools to support hedge strategy development and/or risk reporting by leveraging financial engineering, capital markets, and product knowledge.
• Design, develop, implement and maintain attribution reports and dashboards in Datalore/PowerBI and Python.
• 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.
Requirements
• Minimum of 1-2 years of progressive, related professional experience in the insurance or broader financial services industry.
• Bachelor’s degree in Financial Mathematics (or related field); strong preference toward advanced degree (Master’s or PhD in a Quantitative field).
• Superior quantitative/analytic reasoning and problem-solving abilities and strong computer programming and scripting experience in VBA, SQL, Python, Matlab, C++…etc...
• Advanced knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their applications.
• Proven experience automating Excel tasks using macros.
• Strong knowledge of database design, data modeling, and integration techniques.
• Experience should be inclusive of exposure to equity and rate derivative instruments.
• Ability to work under pressure and in a fast-paced work environment.
Benefits
• Competitive Compensation
• Benefits
• Current Hybrid Work Schedule
• Generous PTO Package
Apply tot his job
Apply To this Job