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Senior analyst • des moines ia
Senior Derivatives Analyst
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Purpose :
This Position will work under the direct supervision of the Portfolio Manager – Risk and Derivatives and Sr. Portfolio Manager – Risk and Derivatives, and work on the hedging activities, trading, risk analysis and processes, and systems related to the firm’s hedging practice. The Sr. Investment Analyst and Trader will be expected to work with the Portfolio Managers to assist in the management of the firm’s hedging programs in accordance with the relevant policies and guidelines. They will undertake risk / reward assessments and calculate analytical attributes and stay abreast of market updates as they pertain to the derivative portfolio. The Sr. Investment Analyst and Trader will operate in a back-up role for the Portfolio Manager – Derivatives, with respect to the risk hedging practice. They will also work closely with the information technology group in conjunction with the activities related to our derivative platform and additional internal partner groups including finance, accounting, treasury, legal, and our investment advisor They will be the derivative group’s subject matter expert for hedging around those aspects of derivative portfolio that they are responsible for including the analysis of derivative data, trade decisioning and improving processes and spreadsheets to enhance the effectiveness and efficiency of the hedging process. The Sr. Investment Analyst and Trader will also assist with other miscellaneous derivative activities including trade booking, derivative pricing, and asset liability management-related activities. The focus of this role will be interest rate and foreign exchange risk hedging.
Accountabilities : Risk Analysis
- Perform risk analysis of balance sheet assets and liabilities utilizing financial modeling and quantitative risk assessments
- Monitor derivative holdings and maintain spreadsheets necessary to analyze portfolios relative to their appropriate risk sensitivity tolerance utilizing valuation model output
- Develop and / or analyze high-level spreadsheets and database reports on a timely basis, which are used by portfolio managers and asset liability managers in assessing various portfolio risks and return characteristics.
- Research, analyze and make recommendations to senior management on derivatives securities to determine investments that contribute to achieving the portfolio objectives.
Trading and Portfolio Management :
Miscellaneous :
Qualifications and Experience :
Education and Experience :
Qualifications :
97,040.00 - $145,560.00 USD Annual