The Strategist solves business problems related to optimizing asset performance, including hedges, against liability performance using analytics, economics, finance, accounting, actuarial and tax disciplines. Forms these solutions considering all accounting frameworks, capital profiles, and other considerations from the rating agencies. The Strategist also has or develops the knowledge and skills necessary for investment analysis, hedging and research.
Aim to solve, and innovate when necessary, business problems related to assets, liabilities, and investments through rigorous quantitative approaches.
Work on ALM strategy initiatives and research, risk appetite assessment and limits, methodology specification for products and liabilities, and credit, market, operational risk, hedging and cash flow models and assumptions.
Conceptualize, devise, implement, and document quantitative solutions. Quantify the competitiveness of the organizations operations and markets, and evaluate the potential impact of changes.
Provide advanced analytical and statistical proficiency as part of the finance and/or technology capability that resides within the broader ALM function including modeling, research, trading/hedging strategies. Discover business insights and identify opportunities through the use of financial engineering, statistical, algorithmic, and visualization techniques.
Participate in the asset allocation process and enhance objective functions, constraints, and assumptions for portfolio optimization.
Contribute to the capital and liquidity analytical developments and earnings-at-risk (EaR) frameworks for strategic and tactical decision making.
Participate in the company-wide stress testing process, methodology and analysis.
Leverage leading technologies and analytical methodologies in the financial engineering arena.
Produce and present departmental level analysis to mid and senior level management.
Manage a team or teams as assigned
Maintain relationships with industry peers and keep informed of trends and developments.
Graduate degree in a technical/quantitative discipline, such as finance, economics, operation research, engineering, computer science, mathematics, statistics, or physics
Five years of progressive and relevant experience, including management responsibilities
Front office experience at a bank, hedge fund, asset management firm, or insurance company
Advanced knowledge of Excel, VBA, SQL
Good understanding of risk methodologies used in banking or insurance industry
Communication skills to convey complex information verbally and in writing at the appropriate level of Interpersonal detail for each audience
People skills to manage/lead projects and the ability to inspire the team and provide insights to ALM colleagues
Expertise on object oriented programming in C++, Python
Demonstrated accomplishments in academic research and/or business environment
Ability to extract and apply ideas from academic publications
Understanding of actuarial and accounting
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