17 days old

Leader - Derivatives-Brighthouse Financial

Morristown, NJ 07960
**Job Location:** United States : New Jersey : Morristown

Brighthouse Financial is a new company established by MetLife. Were on a mission to help people achieve financial security. Built on a foundation of industry knowledge and experience, we specialize in offering essential annuity and life insurance products designed to help customers protect what theyve earned and ensure it lasts more predictably. In an industry that often has a reputation for complexity, confusion, and cost, Brighthouse Financial is different. Our approach includes simplicity, transparency, and more value so customers can face the future with confidence.

Brighthouse Financial is seeking passionate, high-performing team members to help us carry out our mission and be part of an exciting journey toward improving the financial futures of our millions of customers. Sound like you? Read on.

**Role Value Proposition:**

The candidate filling this role will assist the Company by: (1) providing quantitative expertise to aid in hedging decisions; (2) designing and implementing advanced analytic technologies and mathematical techniques to reduce hedging costs (e.g., funding/CSA valuation adjustments); (3) providing guidance on hedging impacts on statutory and economic capital calculations and by (4) assisting in the development of derivatives strategies to solve ALM challenges;

The Candidate will be involved in the day-to-day management of the Investment Departments derivatives positions, and will serve as the lead financial engineer in the group. This role will contribute to the development of trading desk models for Interest Rate, Foreign Currency, Inflation, Equity and Hybrid derivatives. Furthermore, this role will be responsible for the refinement, enhancement and automation of the Investment Departments derivatives analytics and market risk infrastructure.

**Key Relationships** :

+ **Reports to:** SVP Managing Director, Investments

+ **Direct reports/team** : 1 - 2

+ **Key stakeholders** : Investments, ALM, Risk

**Key Responsibilities:**

+ Serve as lead quant in the Derivatives Group. Develop custom trading desk models for Interest Rate, Foreign Currency, Inflation, Equity and Hybrid derivatives

+ Contribute to the refinement of the Companys derivative valuation frameworks

+ Proactively seek out opportunities to improve the quality and consistency of the risk and derivatives analytics used by senior-most management to drive hedging decisions (and ALM performance)

+ Be available to work with Liability Actuarial teams to review, refine and enhance capital markets assumptions in liability pricing

+ Partner with IT and Risk Management to implement and enhance derivatives risk platforms

**Essential Business Experience and Technical Skills:**

+ Masters degree (or above) in an engineering discipline; mathematics or financial engineering required. The ideal candidate will have excellent mathematical skills and computer science level programming skills

+ Expert level knowledge of Interest Rate, Equity, FX derivatives, & Cross-Market (Hybrid) pricing models. Detailed understanding of calibration and testing techniques. Ability to articulate modeling assumptions and analytical implications of model choices

+ 7-10 years of experience working as a quant at a buy-side, sell-side, or major risk/financial technology firm

+ Must be familiar with regulatory/statutory capital and actuarial/liability models (must be able to converse with Actuaries regarding valuation/stress testing methodology)

+ Ability to write professional grade C#, C++, Java, and/or Python code

+ Experience with Aladdin a plus

+ Experience with the Numerix suite of products a strong plus

+ Experience with cloud-based business intelligence platforms is beneficial

**Leadership Competencies:**

+ **Thinks Strategically** Sets a business intelligence platform direction and strategy that is aligned to the strategy of the company and to the informational needs of the functional areas of the business.

+ **Creates Partnerships** Authentically builds trusted relationships and collaborates across diverse and multi-functional teams to successfully drive business objectives.

+ **Seizes Opportunity** Seeks new opportunities and ways to create balanced business growth while improving operational capabilities.

+ **Drives Results** Sets aggressive goals and is accountable for continuously driving improved performance, leading change and ensuring high standards.

Brighthouse Financial is a proud equal opportunity/affirmative action employer committed to attracting, retaining, and maximizing the performance of a diverse and inclusive workforce. It is Brighthouse Financial's policy to ensure equal employment opportunity without discrimination or harassment based on race, color, religion, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity or expression, age, disability, national origin, marital or domestic/civil partnership status, genetic information, citizenship status, uniformed service member or veteran status, or any other characteristic protected by law.

For immediate consideration, click the Apply Now button. You will be directed to complete an on-line profile. Upon completion, you will receive an automated confirmation email verifying you have successfully applied to the job.

Brighthouse Financial is committed to providing reasonable accommodations to qualified individuals with disabilities. If you require a reasonable accommodation in order to complete an employment application, please contact our Employee Relations Department at 1-866-635-9230 or email bhfemployeerelations@brighthousefinancial.com . All other unrelated inquires will not be acknowledged.



  • Human Resources
  • Engineering
  • Financial Services
  • Legal

Share this job:

Leader - Derivatives-Brighthouse Financial

Morristown, NJ 07960

Share this job

Leader - Derivatives-Brighthouse Financial

Morristown, NJ

Separate email addresses with commas

Enter valid email address for sender.

Join us to start saving your Favorite Jobs!

Sign In Create Account
Powered ByCareerCast