Investment Strategy & Derivatives Associate

Principal Duties and Responsibilities

Derivatives Research and Trading

• Analyze and execute derivatives hedging trades across interest rates, FX, equities, and credit asset classes
• Create and review derivatives trade tickets and confirmations
• Conduct ad-hoc derivatives market and portfolio analysis
• Coordinate with internal stakeholders (e.g., Accounting, ALM, Legal, Risk, etc.) in developing new derivative hedging solutions and maintaining existing hedging programs
• Develop and maintain broker relationships

Investment Strategy

• Partner with strategy team on development of value-add tools to enhance the Strategic Asset Allocation and Investment Strategy process
• Research and influence quantitative strategies incorporating the unique constraints of insurance investment management
• Collaborate on analysis relative to the investment portfolio with other areas of Unum, including ALM, Finance, Capital, and Risk
• Analyze and distill complex information through effective writing and presentations
• Assume responsibilities for special projects or other duties when assigned

Job Specifications

• BA in Finance, Actuarial Science, Accounting, Economics or related field required. MBA and/or professional designation (CFA/ASA/FSA) preferred.
• 2+ years relevant work experience in investments; solid knowledge of derivatives and fixed income required
• Deep and multidimensional understanding of financial markets, financial modeling, risk management, and numerical methods
• Familiarity with over-the-counter derivatives legal documents (e.g., ISDAs, CSAs, etc.)
• Strong written and communications skills, including ability to influence others to achieve results
• Strong financial research skills, producing and maintaining quantitative financial models
• Advanced data analytics skills and familiarity with Actuarial or ALM Modeling Software
• Experience with Bloomberg