Quantitative Derivative Associate

Confidential   West Chester, PA   Full-time
This job is no longer available.
Job Posting Shared.
Job Posting Reminder Sent.

Quantitative Derivative Associate with VIAC Services Company (Venerable) in West Chester, PA. Provide comprehensive analytical support for development & implementation of innovative hedging strategies.

Requirements: Master’s in Mathematics, Statistics or related quantitative field. Must have minimum 2 years of financial services experience with supporting the implementation of quantitative derivative strategies, & managing asset & liability risks. Requires experience with Capital Markets, Variable Annuities, Equity, Interest Rates, FX & Credit derivatives incl. structured products & hybrids; programming with SQL, C#, XML, and VBA; programming libraries & tools include Net/Entity Frameworks, Multi-threading, LINQ, Github, Visual Studio, & SQL Management Studio; & Relational Database Design concepts. Requires experience computing & attributing profit & loss performance to key factors include. Time, Interest rates, Equity/Volatility impacts, & Cross-effects. 

We are an Equal Employment Opportunity (EEO) employer and does not discriminate on the basis of race, color, national origin, religion, gender, age, veteran status, political affiliation, sexual orientation, marital status or disability (in compliance with the Americans with Disabilities Act) with respect to employment opportunities.

This job is no longer available.

Confidential

West Chester, PA