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Trading Risk Analyst
American International Group
Los Angeles, CA, United States
Job Details - this job has expired, please see similar jobs below
Estimated Travel Percentage (%): Up to 25%
Relocation Provided: Yes
The Role
We are searching for a talented trading/risk management professional to join our team.
Principal Responsibilities
• Assist in performing quantitative analysis on large scale derivatives portfolio
◦ To advance new hedging strategies
◦ Document quantitative research processes, results and testing procedures
◦ Communicate results to external constituents
• Play critical role in daily management of derivatives risk profile
◦ Aggregate and analyze risk data
◦ Monitor and support IA/VA/FA hedging portfolio management
◦ Daily trading activity, including writing daily trade minutes, loading and authorizing trades, performing analysis to support trade decisions, ad-hoc research to explain results
◦ Improving PnL by providing more detailed explanations for the daily basis risk, attribution for rates (including carry, roll down)
◦ Continuously improving MRM trading tools: FORMS including testing and documentation
◦ Assisting senior team members in their trading strategy analysis
• Financial derivatives and investment related projects as needed.
Candidate Profile
• Able to perform under pressure in fast paced environment where priorities can shift quickly.
• At least 2 years of relevant experience in the financial services industry.
• Master’s degree in numerate field a plus.
• ASA/FSA, CFA, FRM, CQF or other financial mathematics designation(s) aplus
• Strong programming skills with knowledge of C++/VBA/Python/MATLABpreferred
• Knowledge/experience includes one or more of the following:
◦ Capital Markets (CFA Level)
◦ Risk Management (FRM Level)
◦ Derivatives models and valuation techniques
◦ Variable Annuities and/or Index Annuities
◦ User level data-base expertise. Knowledge of Access or SQL is preferred.
• Personal attributes of a successful candidate would include:
◦ Enjoy working on multidisciplinary team to solve analytically complex problems.
◦ Detail and process oriented.
◦ Comfortable working in a structured environment that emphasizes operational controls.
◦ Ability to work on multiple projects, often with tight deadlines.
It has been and will continue to be the policy of American International Group, Inc., its subsidiaries and affiliates to be an Equal Opportunity Employer. We provide equal opportunity to all qualified individuals regardless of race, color, religion, age, gender, gender expression, national origin, veteran status, disability or any other legally protected categories.
At AIG, we believe that diversity and inclusion are critical to our future and our mission – creating a foundation for a creative workplace that leads to innovation, growth, and profitability. Through a wide variety of programs and initiatives, we invest in each employee, seeking to ensure that our people are not only respected as individuals, but also truly valued for their unique perspectives.
We consider qualified applicants with criminal histories, consistent with applicable law.