Derivative Portfolio Associate

Job description

As a Derivative Portfolio Associate, you will play a hands‑on role supporting derivative portfolio managers in hedging capital market risk exposures of Variable Annuity liabilities and other risk exposures. This position requires strong quantitative skills and comfort working with complex derivatives. 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. Principle Responsibilities: Monitor derivative portfolios which include listed and OTC interest-rate and equity derivatives (e.g., futures, total-return swaps, interest-rate swaps, options and swaptions, and variance swaps) Research innovative trade ideas/hedging strategies and/or explain portfolio P&L performance and insights through clear risk reporting Build quantitative/analytical tools to support portfolio management and/or hedge strategy development and/or risk reporting by leveraging financial engineering, capital markets, and product knowledge Participate in various quantitative projects as needed to help support overall Hedging/Risk...