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Equity Derivative Portfolio Manager
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- This includes performing daily portfolio management activities, such as rebalancing risk and evaluating tactical relative-value tradeoffs, but also leading simulation and back testing projects to research alternative hedging strategies.
- The Equity Derivative Portfolio Manager will work closely with teams across Investment Management, Barings and Enterprise Risk.
- 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 MassMutual’s 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 in Investment Management to manage MassMutual's product portfolios and the approximately $250 billion General Investment Account (GIA).
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