Director, Hedging

🕒 June 11

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F&G

WebsiteLinkedInAll Job Openings

501 - 1000 employees

Founded 1959

🛡️ Insurance

💸 Finance

🏢 Enterprise

Insurance • Finance • Enterprise

F&G is a company that provides a portal for sales agents to manage their accounts and access resources. The SalesLink agent portal requires users to log in with their agent ID and password, offering features for password management and security protocols. F&G seems to focus on providing services and support for sales agents, possibly in the insurance or financial industry, as suggested by the email domain 'fglife. com'.

📋 Description

• Partner with the VP, Hedging Strategy in defining and executing the risk strategy for the derivatives portfolio, aligned with company objectives. This includes contributing to both general account hedging strategies and hedging the liability options embedded in our products. • Execute derivatives trading across a wide array of instruments, including options, interest rate swaps, bond forwards, cross currency swaps, and credit default swaps, with direct responsibility for dealer relationships, trade execution, and best execution practices. • Propose and refine macro trade strategies designed to manage ALM, earnings, capital, and market volatility, maintaining effective risk coverage while actively working to reduce hedge costs. • Maintain valuation models, risk analytics, and decision-support tools for derivatives trading, with a focus on instruments such as options, swaps, currency, bond forwards, and credit derivatives. • Drive initiatives to enhance system performance, ensuring the accuracy of derivative models and automating processes such as pricing and reconciliation.

🎯 Requirements

• Bachelor's degree in Computer Science, Finance, Economics, Statistics, Engineering, Mathematics, or a related field. Master's degree in Mathematical Finance or a similar discipline preferred. • Programming proficiency required, with demonstrated experience in Python, MATLAB, and VBA. Working knowledge of relational database systems such as SQL Server is a plus. • 8+ years of hands-on derivatives trading experience across options, interest rate swaps, bond forwards, cross currency swaps, and credit default swaps, in both OTC and cleared markets, with direct accountability for trade execution, dealer relationships, and best execution. • 8+ years of derivatives modelling and valuation experience, with demonstrated proficiency in quantitative frameworks including Heston, local volatility, Bates jump diffusion, and Monte Carlo simulation methods, applied to equity, rate, FX, and credit instruments. • Life and annuity business experience required, with an understanding of statutory (STAT) and GAAP accounting principles. • CFA/FRM designations preferred.

🏖️ Benefits

• Flexible work arrangements