Entry to Mid Level Quantitative Strategist – Multiple Positions Available
GQR | Global Quant Recruitment - Los Angeles, CA

This job posting is no longer available on QuantFinanceJobs.com.


We are working with an insurance group, more specifically with their fast-growing variable annuity hedging team. The purpose of the quant strategist is to develop hedging strategies that will mitigate risks that arise with the variable annuity products (such as equity-indexed annuities). Additionally, the strategist will analyze risk minimization hedging frameworks, understand and utilize greek hedging strategies, and research and improve development of trading strategies. The strategist will also be interacting with and presenting to senior executive management.

Also, the team is fast-growing, yet very cohesive. They are looking to fill multiple positions (from entry to mid level) within various teams in the VA hedging group, including quantitative development, quantitative modeling, hedging, and ALM (asset-liability management).

Required skills:
  • Min PhD in quantitative discipline (i.e. Mathematics, Statistics, Actuarial Science).
  • 1-10 years of relevant industry experience (within insurance and VA)
  • Strong knowledge of variable annuities and familiarity with insurance industry
  • Knowledge of derivatives and option theory, optimization techniques
  • Quantitative skills: demonstrated knowledge of stochastic calculus, statistics, PDE’s, Matrix Algebra, Monte Carlo simulations, VaR, GARCH, econometrics
  • Technical skills: C/C++, Matlab, MySQL; GPU (for heavy programming role(s))
  • Excellent communication skills (verbal, written); ability to write about technical topics in laymen’s terms
Keywords: risk strategist, hedging, variable annuity, annuities, equities, fixed income, interest rates, derivative, vanilla, exotic, insurance, quantitative risk, insurance quant, financial engineer, annuity product development, annuity product valuation, ALM, asset-liability management, optimization, risk minimization, VaR, GARCH, econometrics, stochastic calculus, statistics, C, C++, Matlab, MySQL, GPU, Los Angeles, California, CA

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.
Applying: Quant-Jobs@globalquantrecruitment.com
Search Consultant: James Friend –please mention job title
Contact Telephone Number: 310-807-5030
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com