Lead Quantitative Analyst

A company is looking for a Lead Quantitative Analyst who will lead projects related to asset and liability management.

Key Responsibilities

Lead projects for hedging, reporting, modeling, and sensitivity analysis of annuity products

Enhance risk modeling and streamline hedging processes using Python and SQL

Generate performance reports for senior management and communicate with various departments

Required Qualifications

Degree in mathematics, statistics, physical science, or actuarial science

10+ years of experience in equity and interest rate derivative pricing and quantitative finance

Proficiency in Python and SQL, with experience in production quality systems

Strong relational database design skills and high-level math skills

Ability to lead projects and work effectively in a team environment