Director - Equity Risk management - Boston

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My client an international insurance company is currently searching for a director level candidate to help manage ALM department activities for products with equity risk exposure, primarily Variable Annuities. My client an international insurance company is currently searching for a director level candidate to help manage ALM department activities for products with equity risk exposure, primarily Variable Annuities.

Responsibilities:
Manage production environment and related processes associated with hedging program
Analyses of financial and market value impacts of potential hedging strategies.
Support implementation of hedging system enhancements to incorporate new products and methodology improvements.
Product design and pricing of new products with equity risk exposure.
Analyses to support enhancements to the company's equity risk management framework
The role reports to the AVP of Asset Liability management. The position has also 4 direct reports and therefore requires someone with strong management skills.

Ideal Candidate:
ALM/Risk Management/Quantitative Modeling experience including but not limited to equity & interest rate derivatives, fixed income asset classes.
Understanding of stochastic processes and option pricing theory.
Programming skills
Strong communication skills.
Strong peoples/project management skills.
FSA or career ASA with 8+ years of relevant experience.
MS in Financial Engineering or in quantitative field preferred.

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