Hedge Program Director

Location NY, United States
Experience level Experienced Hire
Job details sector Asset Management
Apply before Date not available
The Director plays a critical role in the research, development and implementation of AXA Equitable Holdings' statutory hedge strategies. Responsibilities include:

- Builds and implements models and infrastructure necessary to design, develop, and test multi-dimensional hedge strategies to protect statutory capital and distributable earnings by quantitatively measuring sensitivities to equity and interest rate risk factors. The work involves scenario generation, model calibration, optimization, options pricing and stochastic calculus.
- Suggests P&L attribution and performance measurement adjustments required for the strategies that have been implemented. Strives for continuous improvement.
- Suggests changes/updates and provides supporting analysis; anticipates regulatory changes and proactively implements solutions to address thos potential changes.
- Key contributor and often lead on Team's initiatives aimed at derivatives/market modeling, analytical research and infrastructure development.
- Prepares and occasionally delivers presentation decks to management on hedging and derivatives topics.

Prior responsibility for valuing/analyzing/trading derivatives, expert knowledge of capital markets, derivatives pricing and risk characteristics, and hedge stratgies.
Expert mathematical skills, typically achieved through an MS or more in a quantitative discipline; solid programming skills in a high level language.
Preferred Masters Degree in Financial Engineering or equivalent quantitative & finance background (PhD is common).
4+ years experience in a derivatives or modeling role.

Would you like to wake up every day driven and inspired by our noble mission and to work together as one global team to empower people to live a better life? Here at AXA we strive to lead the transformation of our industry. We are looking for talented individuals who come from varied backgrounds, think differently and want to be part of this exciting transformation by challenging the status quo so we can push AXA - a leading global brand and one of the most innovative companies in our industry - onto even greater things.
In a fast-evolving world and with a presence in 64 countries, our 166,000 employees and exclusive distributors anticipate change to offer services and solutions tailored to the current and future needs of our 103 million customers.