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Job Opportunity: Leader of Derivatives:Brighthouse Financial

Job description:

Leader of Derivatives
Listing ID:40391402
Position Title:Leader of Derivatives
Location(s):Morristown, New Jersey, United States
Published:April 11, 2018
Employer's nameBrighthouse Financial

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Job Description
Brighthouse Financial is a new company established by MetLife. We're on a mission to help people achieve financial security. Built on a foundation of industry knowledge and practice, we specialize in offering essential annuity and life insurance products designed to help customers protect what they've earned and ensure Information technology lasts more predictably. In an industry that often has a reputation for complexity, confusion, and cost, Brighthouse Financial is different. Our approach includes simplicity, transparency, and more value so customers can face the future with confidence.

Brighthouse Financial is seeking passionate, high-performing team members to help us carry out our mission and be part of an exciting journey toward improving the financial futures of our millions of customers. Sound like you? Read on.

function Value Proposition:

The candidate filling this function will assist the Company by: (1) providing quantitative skills to aid in hedging decisions; (2) designing and implementing advanced analytic technologies and mathematical techniques to reduce hedging costs (i.e., funding/CSA valuation adjustments); (3) providing guidance on hedging impacts on statutory and economic capital calculations and by (4) assisting in the development of derivatives strategies to deal with ALM challenges;

The Candidate will help lead the day-to-day management of the Investment Department's derivatives positions, and will serve as the lead financial engineer in the group. this function will contribute to the development of trading desk models for Interest Rate, Foreign Currency, Inflation, Equity and Hybrids. Furthermore, this function will be responsible for the refinement, enhancement and automation of the Investment Department's derivatives analytics and market risk infrastructure.

Department : Investments & Fund Management

Key Relationships :
   »Reports To: SVP - Managing Director, Investments
   »Direct Reports/Team : 1-2
   »Other Key Stakeholders : Investments, ALM, Risk Travel: Negligible

Key Job responsibilities:
   » Serve as lead quant in the Derivatives Group. Develop custom trading desk models for Interest Rate, Foreign Currency, Inflation, Equity and Hybrids
   » Act as Lead Structurer of new hedging solutions as well as run the Credit RSAT program
   » Assist in managing a team of Analysts in Derivative mechanics and data analytics
   » Contribute to the refinement of the Company's derivative valuation frameworks
   » Proactively seek out opportunities to improve the quality and consistency of the risk and derivatives analytics used by senior-most management to drive hedging decisions (and ALM performance)
   » Be available to work with Licapability Actuarial teams to review, refine and enhance capital markets assumptions in licapability
   » Partner with Information technology and Risk Management to implement and enhance derivatives platforms Essential Business practice and Technical Special Skills:
   » Masters degree (or above) in an engineering discipline, mathematics or financial engineering required. The ideal candidate will have excellent mathematical skills and computer science level programming skills
   » Expert level knowledge of Interest Rate, Equity, FX derivatives, & Cross-Market (Hybrid) pricing models. Detailed knowledge of calibration and testing techniques. capability to articulate modeling assumptions and analytical implications of model choices
   » broad background in derivatives accounting and hedge accounting
   » 10 + years of practice working as a quant at a buy-side, sell-side or major risk/financial technology firm
   » Must be familiar with regulatory/statutory capital and actuarial/licapability models (must be able to converse with Actuaries regarding valuation/stress testing methodology)
   » capability to write professional grade C#, C++, Java, and/or Python code
   » Must have skills with the Numerix suite of products
   » practice with Aladdin a plus leadership abilities Competencies:
   »Thinks Strategically - Sets a business intelligence platform direction and strategy that is aligned to the strategy of the company and to the informational needs of the functional areas of the business
   »Creates Partnerships - Authentically builds trusted relationships and collaborates across diverse and multi-functional teams to prosperously drive business objectives
   »Seizes Opportunity - Seeks new opportunities and ways to create balanced business growth while improving operational capabilities
   »Drives Results - Sets aggressive goals and is accountable for continuously driving improved performance, leading change and ensuring high standards Number of Openings:

1

Contact Information:

Stephen Savastano : stephen.savastano@brighthousefinancial.com

Nearest Major Market: New Jersey
Job Segment: Equity, Law, Licapability, Risk Management, Computer Science, Finance, Legal, Insurance, Technology

Requisition #: 661

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Job Category: Other [ View All Other Jobs ]
Language requirements:
Employment type:
Salary: Unspecified
Degree: Unspecified
Experience (year): Unspecified
Job Location: Morristown, New Jersey
Company Type Employer
Post Date: 04/16/2018 / Viewed 3 times
Contact Information
Company: Brighthouse Financial
Contact Email: stephen.savastano@brighthousefinancial.com


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