Job Description
Insight Global is seeking a strategic and experienced Director of Derivative Portfolio Management to lead key initiatives in managing and optimizing derivative strategies. This role is critical in overseeing trading and performance of derivative positions used to hedge capital market risks, particularly related to Variable Annuity liabilities and other exposures. We are looking for an expert in equity derivatives with hands on experience building pricing models.
The Director will lead one or more aspects of the derivative performance programs and will also develop and provide direction to more junior staff members.
Day to day
Lead and manage derivative portfolio performance across listed and OTC instruments (e.g., futures, swaps, options, swaptions).
Develop and execute innovative hedging strategies using equity, rate, and credit derivatives-both vanilla and exotic.
Calculate Delta & Gamma exposure for Variable Annuity and Reinsurance portfolios.
Using Quant models to calculate Greeks (Deltas and Gamas) across portfolios then using Python/VBA/Matlab to automate Delta Gama tracking and rebalancing.
Provide clear, actionable trade recommendations and insights to senior leadership.
Guiding and leading two direct reports
Maintain strong relationships with banks, vendors, and internal stakeholders.
Ensure robust quantitative analytics and financial engineering support for portfolio decisions.
Job Details
Permanent in West Chester, PA (preferred) or New York, New York
230K with bonuses and relocation assistanceTwo round interview: First virtual, second round in person (Travel and lodging covered)
Hybrid schedule (Three days a week onsite, two days a week onsite during the summer)
We are a company committed to creating diverse and inclusive environments where people can bring their full, authentic selves to work every day. We are an equal opportunity/affirmative action employer that believes everyone matters. Qualified candidates will receive consideration for employment regardless of their race, color, ethnicity, religion, sex (including pregnancy), sexual orientation, gender identity and expression, marital status, national origin, ancestry, genetic factors, age, disability, protected veteran status, military or uniformed service member status, or any other status or characteristic protected by applicable laws, regulations, and ordinances. If you need assistance and/or a reasonable accommodation due to a disability during the application or recruiting process, please send a request to HR@insightglobal.com.To learn more about how we collect, keep, and process your private information, please review Insight Global's Workforce Privacy Policy:
Skills and Requirements
Advanced degree (Masters or PhD in a quantitative field)
Bachelors in Financial Mathematics or related field
Advanced knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their applications
Superior quantitative/analytic reasoning and problem-solving abilities and strong computer programming experience in VBA, Python, Matlab, C++ ...etc
Minimum of 7 years of progressive professional experience in the financial services industry
Strong understanding of equity derivatives markets, dynamics and flows
Experience in developing derivative trading strategies, back-testing and managing asset liability risks
Ability to influence; support and drive change.
Ability to focus on "big picture" view while driving into details
Strong communication skills (verbal and writing) to convey complex trade ideas in a simple manner Experience leading groups with a drive to lead
Past experience as a quantitative analyst
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