Senior Quantitative Analyst- Derivatives

Athene Holding LTD-posted about 1 month ago

Full-time • Mid Level

West Des Moines, IA

1,001-5,000 employees

Management of Companies and Enterprises

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We are driven to do more. More for our customers and the financial professionals who offer our products. If you are driven to do more and love the challenge of pursuing more, Athene is your kind of company. You will find we offer more than the basics to create an inclusive and dynamic work environment at our various locations. Purpose: This position will assist in managing/performing activities, processes, and systems related to Portfolio Analytics for the derivative asset classes. The position will primarily be responsible for portfolio analytics, development of derivative pricing models and tools for use by traders and portfolio managers. The incumbent will work closely with the Derivative Portfolio Management team to integrate best practices in the development of analytical tools and processes used by both portfolio management and ALM/risk management. The incumbent will also work closely with the information technology group in regard to activities related to derivative systems and processes. Accountabilities: Extensive familiarity with analytics and risk management as it pertains to derivative asset classes, related trends, issues, and developments will be obtained while working in this position.

Build, refine and manage models of valuation and risk for equity, FX and interest rate derivatives - options, swaps, and forwards. Implement models in a large framework of existing models and processes, develop methods of testing code, and document code changes and processes.
Perform continuous monitoring of model performance and quality. Perform stress testing of the Asset-Liability book in complex market scenarios. Implement methods of monitoring model risk.
Produce accurate and timely company-wide liquidity stress test results, incorporating multiple adverse scenarios and regulatory reporting along with performing ad-hoc analysis related to stress tests.
Work with software and system engineers to support ongoing and rapid development and testing of research ideas and models and its deployment to end-users/stakeholders.
Design and supervise the creation of ad hoc or regular reports and tools by the Quants and Analysts for data analysis, risk evaluations, model evaluation and onboarding and other such processes.
Work with software and system engineers to support ongoing and rapid development and testing of research ideas and models and its deployment to end-users/stakeholders.
Develop leadership skills enabling other analysts in the division, while developing and enhancing the skills of other associates.

Bachelor's degree in engineering, mathematics or related field and 4+ years of experience in quantitative finance required.
The ideal candidate will be highly detail-oriented, well organized, independent, entrepreneurial, assertive, self-motivated, possess excellent interpersonal skills and be able to prioritize in a fast-paced environment.
The ideal candidate will have strong quantitative and programming skills. The candidate must be able to demonstrate proficiency in logic and programming via one of many functional programming platforms (Fusion Invest / Python / C++ etc.)
The ideal candidate will demonstrate strong knowledge and expertise in derivative math, portfolio risk measurement, and management technique.
Proficient knowledge of software used for investment analysis, portfolio management, and reporting such as Microsoft Office (with an emphasis on Excel and Access), Bloomberg, as well as other financial and statistical software packages.

Master's degree in quantitative for computational finance, financial engineering, mathematics or related STEM field strongly preferred.
Familiarity with the markets and an understanding of current market standards and practices for modeling volatility surfaces and/ or volatility derivatives is a plus.
Familiarity with capital markets (preferably equity derivatives) with a focus on quantitative/ risk analysis and application development is preferred.

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