Senior Derivatives Analyst

We are driven to do more. More for our customers and the financial professionals who offer our products. If you are driven to do more and love the challenge of pursuing more, Athene is your kind of company. You will find we offer more than the basics to create an inclusive and dynamic work environment at our various locations.

Purpose:

This Position will work under the direct supervision of the Portfolio Manager – Risk and Derivatives and Sr. Portfolio Manager – Risk and Derivatives, and work on the hedging activities, trading, risk analysis and processes, and systems related to the firm’s hedging practice. The Sr. Investment Analyst and Trader will be expected to work with the Portfolio Managers to assist in the management of the firm’s hedging programs in accordance with the relevant policies and guidelines. They will undertake risk/reward assessments and calculate analytical attributes and stay abreast of market updates as they pertain to the derivative portfolio. The Sr. Investment Analyst and Trader will operate in a back-up role for the Portfolio Manager – Derivatives, with respect to the risk hedging practice. They will also work closely with the information technology group in conjunction with the activities related to our derivative platform and additional internal partner groups including finance, accounting, treasury, legal, and our investment advisor They will be the derivative group’s subject matter expert for hedging around those aspects of derivative portfolio that they are responsible for including the analysis of derivative data, trade decisioning and improving processes and spreadsheets to enhance the effectiveness and efficiency of the hedging process. The Sr. Investment Analyst and Trader will also assist with other miscellaneous derivative activities including trade booking, derivative pricing, and asset liability management-related activities. The focus of this role will be interest rate and foreign exchange risk hedging, and the ideal candidate will have a minimum of one year of direct trading experience in derivatives markets.

Accountabilities:

Risk Analysis:

• Perform risk analysis of balance sheet assets and liabilities utilizing financial modeling and quantitative risk assessments.

• Monitor derivative holdings and maintain spreadsheets necessary to analyze portfolios relative to their appropriate risk sensitivity tolerance utilizing valuation model output.

• Develop and/or analyze high-level spreadsheets and database reports on a timely basis, which are used by portfolio managers and asset liability managers in assessing various portfolio risks and return characteristics.

• Research, analyze and make recommendations to senior management on derivatives securities to determine investments that contribute to achieving the portfolio objectives.

Trading and Portfolio Management:

• Assists with the transaction of hedges in capital markets under the firm’s hedging programs in order to control risk within thresholds and maintain portfolio hedge positions.

• Conduct/assist with portfolio risk management in a wide variety of tasks to implement and administer the hedging strategy within the portfolio risk guidelines including support of portfolio analytical systems, generation of portfolio management reports to assist in trading activities and providing data and analytical support to assist in the portfolio management process as it pertains to the firm’s risk hedging efforts.

• Communicate ideas and interact with the Derivative Portfolio Managers to implement strategy and capitalize on tactical relative value ideas, demonstrating the value-added nature of the investment and derivative analysis function.

Other:

• Evaluate and report risks, P&L and attribution and other relevant attributes to the derivatives team, other teams within the organization and to senior management, for the firm's risk hedging book of business.

• Serve as derivatives systems expert to help achieve more efficient utilization of the system.

• Initiate, develop and maintain contacts with the investment community to ensure a steady flow of attractive investment opportunities and access to quality investment research.

• Helps publish the regular daily, weekly, monthly, quarterly and annual reports as well as ad hoc reports, supports data requests and report verification as needed by the organization.

• Helps with the booking and modeling of assets and liabilities accurately in the system.

Qualifications and Experience:

• Master's degree (or foreign equivalent) in financial management, finance, economics, mathematics, statistics, or a related field with 3+ years of experience as a Trader, or Sr. Investment Analyst, Investment Analyst, Financial Analyst, or similar duties under a different job title OR

• Bachelor's degree in financial management, finance, economics, mathematics, statistics, or a related field with 5+ years of experience as a Trader, Sr. Investment Analyst, Investment Analyst, Financial Analyst, or similar duties under a different job title OR

• At least three years working with derivatives and investments including 3 years of experience with each of the following: trading equity derivatives, investment analysis and portfolio management, derivatives transactions (equity and fixed income) and derivatives modeling and pricing models.

• Programming in VBA, Excel, Access, Bloomberg and Matlab or relevant financial and statistical software packages with a focus on quantitative/risk analysis and application development.

• CFA or FRM or pursuit of designations preferred.

• Familiarity with capital markets and an understanding of finance, economics, accounting, investment, and insurance principles and practices is preferred.

• The ideal candidate will be highly detail-oriented, well-organized, independent, entrepreneurial, assertive, self-motivated, possess excellent interpersonal skills and be able to prioritize in a fast-paced environment.

• Strong quantitative, analytical, and written and oral communication skills.

• Ability to maintain composure while working under pressure.

• Occasional overnight travel may be required.

• One year or more of direct trading experience in derivatives market is preferred.

Drive. Discipline. Confidence. Focus. Commitment. Learn more about working at Athene (https://www.athene.com/careers) .

Athene is a Military Friendly Employer Learn more about how we support our Veterans (https://www.athene.com/our-veterans) .

Athene is committed to inclusion and is proud to be an Equal Opportunity Employer. We do not discriminate on the basis of race, color, religion, sex, national origin, age, disability, marital status, sexual orientation, veteran status or any other status protected by federal, state or local law.