Note: position will be based in Minneapolis, MN
The AIM Analyst/Sr Analyst/Associate – Hedging is responsible for designing and implementing dynamic hedging
programs for Allianz annuity products and carrying out production trading processes. These fixed-indexed and
variable annuity products may have both equity and fixed income exposure. Specific duties include:
• Designing and implementing dynamic hedging trading processes for annuities.
• Researching trading strategies or models for hedging.
• Developing systems for production trade decision-making.
• Designing test cases, testing functionality, and validating results for production systems.
• Running production processes for dynamic and static hedging.
• Experience with multi-Greek dynamic hedging strategies for annuities.
• Understanding of exotic equity derivative pricing and Greeks.
• Advanced understanding of fixed income derivative pricing and Greeks.
• Trade preparation for production dynamic hedging (reviewing analytics and delivering final trade orders for
• Experience in system development for production trade decision-making (designing interfaces/workflow, writing
financial code, designing test cases, testing functionality, and validating results).
(1) Master’s degree in Financial Mathematics or a related field or (2) Bachelor’s degree in Mathematics or a related
Experience required in fixed-indexed or variable annuity dynamic hedging, quantitative analysis, option pricing and
hedging, or a related field.
• 0 - 3 years experience required with Master’s degree
• 1 - 4 years experience required with Bachelor’s degree.
- Investment Management
1+ to 2 years
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