Director, Strategist

Job Description Summary
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.
Job Description

Responsibilities

• 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 organization’s 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 and lead project teams to achieve milestones and objectives
• Maintain relationships with industry peers and keep informed of trends and developments.

Qualifications

• Graduate degree in a technical/quantitative discipline, such as finance, economics, operation research, engineering, computer science, mathematics, statistics, or physics
• Seven years of progressive and relevant quantitative experience, including management responsibilities
• Demonstrated accomplishments in academic research and/or business environment
• 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
• Good understanding of actuarial and accounting
• 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

Preferred Qualifications

• Ph.D.
• Expertise on object oriented programming in C++, Python
• Expertise in multiple disciplines

Working Conditions

• Office environment
• Occasional travel