Investment Quantitative Developer
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Responsibilities
- Conduct reporting and analytics research and development for the Annuities, Macro Equity, and Foreign Exchange hedging programs
- Modify and enhance production processes to improve performance while minimize operational downtime
- Collaborate with colleagues in other areas of MassMutual to audit and validate models and processes
- Provide operational coverage and support across each program as-needed
- Undertake broader special research and development projects
- Troubleshoot and patch application and platform issues
Skills and qualifications
- Deep understanding of currency, equity, and interest rate derivatives and their use in asset liability management
- Degree in math, statistics, computer science, quantitative finance, or engineering
- Ability to independently research and develop analytics that provide insight
- Programming proficiency in Python, SQL, and VBA
- 5+ years of relevant work experience
Preferred qualifications
- Experience in a market risk setting at an insurance company, asset manager, bank, or hedge fund
- Familiarity with insurance company fixed income asset-liability management principles
- Graduate degree from top tier school
- CFA/FSA/FRM
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