Fidelity & Guaranty Life Insurance Company
Insurance
Director,Hedging
“Director, Hedging at Fidelity & Guaranty Life Insurance Company. Skills: Hedging strategies, Derivatives trading, Quantitative analytics. Support and execute hedging strategies. Enhance analytical capabilities”
What You'll Achieve.
Reduce hedge costs; Ensure accuracy of derivative models; Align with future business needs; Ensure consistency and performance; Support profitability goals
Industry & Context.
Rigorous validation and testing
Less than 10% travel
What They're Looking For.
Must Have
Bachelor's degree in Computer Science, Finance, Economics, Statistics, Engineering, Mathematics, or a related field, Programming proficiency required, Demonstrated experience in Python, MATLAB, and VBA, Working knowledge of relational database systems
Nice to Have
Master's degree in Mathematical Finance or a similar discipline preferred
What You'll Do.
Support and execute hedging strategies
Enhance analytical capabilities
Guide derivatives trading activities
Design asset and liability hedging strategies
Implement modelling capabilities
Drive strategy and execution of interest rate
Contribute to modelling and valuation of instruments
Define and execute risk strategy for derivatives portfolio
Hedge liability options embedded in products
Execute derivatives trading
Manage dealer relationships
Propose and refine macro trade strategies
Maintain valuation models
Maintain risk analytics
Maintain decision-support tools
Enhance system performance
Automate pricing and reconciliation
and model integration
Price and value equity
Enhance modelling frameworks
Monitor and compare model valuations daily
Validate and test models
Deliver detailed analytics
Generate ad-hoc reports and analysis
Support asset-liability management
Support liquidity risk measurement
Support overall portfolio management
Recommend strategic trades
Respond to regulatory requirements
Respond to audit requirements
Respond to internal risk management requirements
Ensure compliance and effective risk oversight
Manage multiple complex tasks and projects
Ensure timely delivery and execution
How You'll Work.
Team & Collaboration
Collaborate with VP, Hedging Strategy; Collaborate with senior stakeholders; Collaborate with information technology; Collaborate with investments; Collaborate with product; Collaborate with financial actuaries; Collaborate with risk team; Collaborate with Quantitative Analytics team; Collaborate with actuarial; Collaborate with finance; Collaborate with risk; Work cross-functionally
Communication Scope
Oral communication; Written communication
Process & Methodology
Manage multiple priorities
Applying for this Director, Hedging role?
Most applicants get filtered before a human reads their resume. See if yours makes the cut.
ANONYMOUS · UNFILTERED
What do employees actually say about Fidelity & Guaranty Life Insurance Company?
Real rants from real employees. Read before you apply.