A globally leading insurance firm is hiring an AVP in Quantitative Risk - Capital Markets Hedging to drive key initiatives around capital markets hedging and insurance liability modeling, with a focus on life and annuity products. This individual contributor role is highly visible, supporting the buildout of a proprietary Python-based risk platform used for hedging strategies, scenario generation, and automated reporting.
Responsibilities
Requirements
Location: New York
5 days in office
No visa sponsorship provided
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