Senior Derivative Strategist, Derivative Portfolio Management & Trading bei Rgare

You desire impactful work.
 

You’re RGA ready

RGA is a purpose-driven organization working to solve today’s challenges through innovation and collaboration. A Fortune 200 Company and listed among its World’s Most Admired Companies, we’re the only global reinsurance company to focus primarily on life- and health-related solutions. Join our multinational team of intelligent, motivated, and collaborative people, and help us make financial protection accessible to all.

A Brief Overview
 

RGA Investments is a global asset manager based in St. Louis with over $79 billion in fixed income and equity securities under management. Investment Solutions is a high impact team of portfolio managers and analysts in RGA Investments with associates located in St Louis, London, and Singapore. Investment Solutions develops and executes liability driven investment strategies to optimize risk adjusted returns. The Senior Derivative Strategist, Derivatives Portfolio Management and Trading, leads quantitative modeling for derivatives, drives strategic analytics projects, enhances risk reporting, and collaborates cross-functionally on financial decisions, while also serving as a backup for trade execution.

What you will do

• Develop and maintain sophisticated quantitative models for the valuation, risk measurement, and performance attribution of our derivatives strategies. This includes interest rate, foreign exchange, equity, and credit derivatives.
• Lead and execute a variety of quantitative projects, providing analytical support for strategic initiatives, new product development, and complex financial analysis.
• Assist in the design and implementation of new and enhanced risk reports for our FX Risk Committee and other internal stakeholders, focusing on clear, insightful, and actionable metrics.
• Support company-wide ALM working groups and other cross-functional teams, providing subject matter expertise and quantitative analysis to inform key financial decisions.
• Serve as a back-up for derivative trade execution, ensuring seamless operational continuity and a comprehensive understanding of our trading activities.
• Stay current with market trends, new derivative products, and best practices in quantitative finance and risk management.
• Support implementation for derivative strategies for hedging, replication, and income generation within block reinsurance transactions
• Monitor and maintain derivative positions across various asset classes, ensuring alignment with strategic objectives
• Track performance of existing hedge portfolios and assist in trade maintenance activities like rolling positions and monitoring market triggers
• Collaborate with Legal and Operations to support documentation processes including ISDAs, CSAs, and trade confirmations

Education and Experience
Required

• Master’s degree in Arts/Sciences (MA/MS) or higher in a quantitative field such as Financial Engineering, Mathematics, Physics, Statistics, or a related discipline with 5+ years experience in a highly quantitative role within capital markets, investment banking, asset management, or insurance/reinsurance OR
• Bachelor’s Degree in Arts/Sciences (BA/BS) in Financial Engineering, Mathematics, Physics, Statistics with 10+ years relevant work experience
• Hands-on experience with financial modeling software and data analysis tools.

Preferred

• Master’s degree in Arts/Sciences (MA/MS) or PhD in one of the above-mentioned fields
• Experience with risk management platforms and derivative trading systems
• CFA, FRM, or other relevant professional certifications

Skills and Abilities

Required

• Sound understanding of ALM, derivative pricing, financial market liabilities and risk management
• Understanding of relevant insurance capital, regulatory and accounting standards
• Highly advanced investigative, analytical, and problem-solving skills
• Strong written and verbal communication skills. Ability to translate technical subjects into business explanations with multiple alternative action steps
• Exceptional ability to liaise with individuals across a wide variety of operational, functional, and technical disciplines. As well as across business segments and time zones
• Strong proficiency in at least one programming language (eg. Python, MATLAB, SQL, C++, or R is preferred) for quantitative analysis and modeling
• Deep knowledge of derivative instruments, pricing models, and risk measures (e.g., VaR, Greeks)
• Ability to work well in an environment with multiple concurrent projects, managing project-based workflow within demanding time frames and adapt quickly to new methods
• Persuasion and negotiation skills when working with internal/external customers to resolve issues and problems
• Must work well within a team environment and participate in department/team projects

Preferred

• Knowledge of insurance ALM principles and regulatory frameworks (e.g., Solvency II, NAIC)

#LI-MB1

What you can expect from RGA:

• Gain valuable knowledge from and experience with diverse, caring colleagues around the world.

• Enjoy a respectful, welcoming environment that fosters individuality and encourages pioneering thought.

• Join the bright and creative minds of RGA, and experience vast, endless career potential.

Compensation Range:

Base pay varies depending on job-related knowledge, skills, experience and market location. In addition, RGA provides an annual bonus plan that includes all roles and some positions are eligible for participation in our long-term equity incentive plan. RGA also maintains a full range of health, retirement, and other employee benefits.

RGA is an equal opportunity employer. Qualified applicants will be considered without regard to race, color, age, gender identity or expression, sex, disability, veteran status, religion, national origin, or any other characteristic protected by applicable equal employment opportunity laws.