Derivatives Strategy Lead Derivatives Strategy Lead …

Carnegie Consulting
in London, United Kingdom
Contract, Full time
Last application, 27 Oct 20
GBP850 - GBP1000 per day
Carnegie Consulting
in London, United Kingdom
Contract, Full time
Last application, 27 Oct 20
GBP850 - GBP1000 per day
Our client a leading provider in the Insurance markets, require a "Derivatives Strategy Lead". The business is heavily involved in Life and Life Assurance products. The individual will be supporting the businesses asset management arm, and will be developing their hedging capabilities, and hedging strategy design.

Our client a leading provider in the Insurance markets, require a "Derivatives Strategy Lead". The business is heavily involved in Life and Life Assurance products. The individual will be supporting the businesses asset management arm, and will be developing their hedging capabilities, and hedging strategy design.

The successful individual will undertake the following:

  • Developing derivative management capabilities to include:
  • Cross currency hedging platform
  • Liquidity management (CSA, liquidity swaps, SPV solutions)
  • Broaden derivatives capabilities and make available hedging tools
  • Design and develop a derivatives risk management strategy, involving optimal hedge ratios and hedging instruments. Other responsibilities will be to liaise with ALM and Structuring and Markets and Portfolio Management team
  • Developing derivative asset capabilities, and improving the groups internal model, and capital policy design, coupled with market risks

Requirements:

  • Experience of structuring in Banking, ideally or in front office derivatives within an Asset Management firm or an insurer
  • Experienced using Quant tools kits/systems such as VBA/Matlab/Bloomberg/R/C++
  • Knowledge of Fixed Income system software such as Fincad/Aladdin preferred
  • Knowledge of the key characteristics across inflation, credit, rates, equity derivatives rates a must
  • Desired a post graduate degree Master's/PHD in a mathematical or scientific discipline

This an exciting opportunity to join a growing business within the insurance markets. The role is offered on a contract basis, though may go permanent. Please feel free to reach out to me for further details of this exciting opportunity.

Please contact me on or on my mobile 07860690212

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