drjobs Sr Associate Chief Inv Officer Capital Market Hedging Analytics

Sr Associate Chief Inv Officer Capital Market Hedging Analytics

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1 Vacancy
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Job Location drjobs

Newark - USA

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

Job Description

Job Classification:

Investment Management Investments

Sr. Associate Chief Inv. Officer Capital Market Hedging Analytics (The Prudential Insurance Company of America Newark NJ):

Conduct research related to the implementation of asset and liability management (ALM) strategy initiatives. Develop derivative portfolio risk management skills through derivative asset modeling and sensitive liability modeling in capital markets. Analyze daily valuations of hedged liabilities and risk exposure reports. Monitor hedge target and capital market sensitivities to support daily hedging activity. Oversee hedge programs related financial earnings capital and liquidity projections. Conduct hedge Profit & Loss (P&L) attribution analysis.

Telecommuting permitted up to 60 per week.

Full time employment Monday Friday 40 hours per week.

MINIMUM REQUIREMENTS:

Must have a Masters degree or foreign equivalent in Financial Engineering Mathematics Computer Science Statistics or a related field and 3 years of related work experience.

Must have 3 years of experience in each of the following:

  • Utilizing Python;
  • Utilizing SQL;
  • Financial modeling;
  • Derivatives pricing; and
  • Asset liability modeling.

Must have 1 year of experience in Matlab.

Telecommuting permitted up to 60 per week.

No domestic travel or international travel required.

TO APPLY: Please click Apply Button. Should you have any difficulty in applying for this position through our website please contact for assistance in the application process.

What we offer you:

Eligibility to participate in a discretionary annual incentive program is subject to the rules governing the program whereby an award if any depends on various factors including without limitation individual and organizational performance. To find out more about our Total Rewards package visit Work Life Balance Prudential Careers. Some of the above benefits may not apply to parttime employees scheduled to work less than 20 hours per week.


Required Experience:

Chief

Employment Type

Full Time

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