Associate Quantitative Analyst
Venerable · West Chester, Pennsylvania, US
This newly added Quantitative Analyst role will have accountability for contributing to one or more functions in oversight of VA hedge programs, designing an...
Job description
This newly added Quantitative Analyst role will have accountability for contributing to one or more functions in oversight of VA hedge programs, designing and developing tools and/or processes to report P&L and attribution, with a focus on managed volatility funds and VIX-correlated fee analysis. Venerable is currently working in a Hybrid Work Model, in the office 3 days/week and remote 2 days/week. This role is based in our West Chester, PA office. *Please note that this position is not eligible for visa sponsorship now or in the future. Responsibilities: Identifies and communicates insights into P&L drivers through modelling of VIX fee, managed volatility funds activity, positions and interactions with trading team. Builds, maintains, and automates interactive dashboards and reporting tools that draw from centralized databases, enhancing data accessibility and accuracy. Build quantitative/analytical tools to support hedge strategy development and/or risk reporting by leveraging financial engineering, capital markets, and product knowledge. Design, develop, implement and maintain attribution reports and dashboards in Datalore/PowerBI and Python. Participate in various quantitative...