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Role: Associate Derivative Portfolio Manager
Department: Investment Management
Team: Quantitative Portfolio Management
Location: Boston - Hybrid
Position: Full-Time (3 days in office per week)
The Opportunity:
The Associate Derivative Portfolio Manager will be supporting the management of derivative portfolios in one or more segments of the general or corporate investment accounts. This includes performing daily portfolio management activities, such as rebalancing risk and evaluating tactical relative-value tradeoffs, while also contributing to the research of alternative hedging strategies employing simulation and back-testing techniques. The Associate Derivative Portfolio Manager will work closely with teams across Investment Management, Barings, and Enterprise Risk. Multiple opportunities available with a focus on Rate, Credit, or FX derivative management.
The Team:
The Quantitative Portfolio Management (QPM) team has primary focus in asset-liability management (ALM), product pricing, and the formulation and execution of quantitative strategies that enhance policyholder surplus and mitigate unwanted risks in the portfolio. The team oversees all derivative-related aspects of MassMutuals portfolio management process, managing exposure to interest-rates, foreign exchange rates, credit spreads, volatility, and equity. A small and highly collaborative team, QPM works with other groups across Investment Management to manage MassMutual's product portfolios and the approximately $250 billion General Investment Account (GIA). In addition, this high-profile group works with our other internal stakeholders including product, actuarial, treasury, accounting, risk, compliance, and external partners, including our primary asset management subsidiary Barings and the major Wall Street derivative broker/dealer counterparties.
The Impact:
The Associate Derivative Portfolio Manager will be accountable for the following:
The Minimum Qualifications
The Ideal Qualifications
What to Expect as Part of MassMutual and the Team
#LI-FT1
MassMutual is an Equal Employment Opportunity employer Minority/Female/Sexual Orientation/Gender Identity/Individual with Disability/Protected Veteran. We welcome all persons to apply. Note: Veterans are welcome to apply, regardless of their discharge status.Full Time
$111k-158k (estimate)
06/24/2024
07/11/2024
massmutual.con
Hartford, CT
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