AIM Analyst – Hedging

The AIM Analyst – Hedging is responsible for researching and implementing dynamic hedging strategies for fixed-indexed and variable annuity products and carrying out production trading processes. Products may have both equity and fixed income exposure. Specific duties include:

• Contribute to management of dynamic and static hedge portfolios
• Researching annuity dynamic hedging strategies, including running historical tests.
• Designing and implementing dynamic hedging trading processes for annuities.
• Support the development of systems for production trade decision-making.
• Designing test cases, testing functionality, and validating results for production systems.

Education

Bachelor’s degree in Mathematics or related field.

Progress towards one of the following

• Actuarial designation (at least one exam passed)
• Masters of Financial Mathematics (at least one semester complete)

Experience

0-1 years experience required in fixed-indexed or variable annuity dynamic hedging.

Preferred Skills & Specific Experience

• Experience researching and developing multi-greek dynamic hedging strategies for annuities.
• Advanced understanding of exotic equity derivative pricing and greeks.
• Experience in trade preparation for production dynamic hedging (reviewing analytics and delivering final trade orders for execution).
• Experience in system development for production trade decision-making (designing interfaces/workflow, writing financial code, designing test cases, testing functionality, and validating results).
• Experience in object-oriented programming and using Microsoft SQL Server Management Studio.

Retiring with financial security. Living life with confidence. At Allianz Life®, every employee knows these are the things that matter. To do what matters means giving employees the tools and opportunities they need to create innovative, industry-leading products, to discover and embrace new trends, and to strengthen the customer experience. As a company, it means creating a culture that is inclusive, where doing the right thing comes naturally, and promoting an environment that develops talent, seeks excellence, encourages smart risks, and recognizes and rewards people for their performance. Doing what matters for employees helps everyone focus on doing what matters most for our customers. Allianz Life. What you do here matters.