Search Jobs | Dice.com

3 results (1 new)

Group by company

Senior Quantitative Portfolio Manager

MassMutual

Boston, Massachusetts • Today

Full-time

Senior Director, PMO Strategic Portfolio Management & AI Innovation

Insmed Incorporated

Remote or New Jersey • Today

Full-time

USD 214,000.00 - 292,000.00 per year

Senior Quantitative Analyst, Cloud Cost Forecasting and Modeling

Invovia Inc

Remote or California • Today

Easy Apply

Contract

Job Details

Skills

Investment Management
Application Lifecycle Management
Pricing
Foreign Exchange
Accounting
Regulatory Compliance
Profit And Loss
Risk Management
Actuarial Science
Economics
Quantitative Research
Research and Development
Modeling
Production Support
Collaboration
Decision-making
Macros
Portfolio Management
Financial Risk Management
FOCUS
Derivatives
Treasury
Microsoft Exchange
OTC Derivatives
Finance
Asset Management
Interest Rate Derivative
Communication
Analytics
Research
Python
SQL
MBA
Leadership
Strategic Thinking
Annuities
Reporting
Budget Management
Management
Insurance
Control Flow Analysis
FRM
Expect
Accountability

Investment Management
Application Lifecycle Management
Pricing
Foreign Exchange
Accounting
Regulatory Compliance
Profit And Loss
Risk Management
Actuarial Science
Economics
Quantitative Research
Research and Development
Modeling
Production Support
Collaboration
Decision-making
Macros
Portfolio Management
Financial Risk Management
FOCUS
Derivatives
Treasury
Microsoft Exchange
OTC Derivatives
Finance
Asset Management
Interest Rate Derivative
Communication
Analytics
Research
Python
SQL
MBA
Leadership
Strategic Thinking
Annuities
Reporting
Budget Management
Management
Insurance
Control Flow Analysis
FRM
Expect
Accountability

Summary

Senior Quantitative Portfolio Manager

Full-Time

Boston, MA

The Opportunity

The Senior Quantitative Portfolio Manager will oversee broad derivatives responsibilities across equity, interest rate, and volatility risk management, leading the strategic construction and evolution of derivatives-based hedging frameworks ? with primary ownership of MassMutual\'s Variable Annuity dynamic hedging platform ? and carrying end-to-end accountability for hedge design, governance, risk outcomes, and program-level P&L across market environments.

While the Variable Annuity programrepresentsthe largest and most complexinitialmandate, this role is designed to add value across multiple portfolios and risk programs over time, including macro equity hedging, interest rate risk management, and other liability-driven strategies.

The successful candidate willalsoproactively develop, analyze, and present relative value opportunities across these markets to improve hedge efficiency, reduce long-term hedge cost, and manage downside risk.

The Team

The Quantitative Portfolio Management (QPM) team is part of Investment Management and focuses on asset-liability management (ALM), product pricing, and the formulation and execution of quantitative strategies that enhance policyholder surplus and mitigate unwanted risks across the enterprise. The team oversees derivative-related portfolio management activities, managing exposure to interest rates, equity markets, volatility, foreign exchange, and credit. QPM is a small, highly collaborative group that works closely with Enterprise Risk, Finance, Actuarial, Treasury, Accounting, Compliance, and Barings, MassMutual?s global asset management subsidiary. The team manages risk across MassMutual?s approximately$250 billionGeneral Investment Account (GIA) and supports the firm?s most complex liability-driven portfolios.

The Impact

Own the overall performance and P&L of the Variable Annuity hedging program, including dynamic hedging, convexity management, and option strategy, with full accountability for hedge effectiveness and risk outcomes.

Lead the design, oversight, and evolution of derivatives-based hedging strategies across equity, interest rate, and volatility markets within established governance frameworks.

Collaborate closely withotherportfolio managers on day-to-day hedging operations, including equityoptionrebalancing and execution, providing strategic oversight and guidance as needed.

Work closely with Annuity Products, Enterprise Risk Management,Corporate Actuarialand othermembersof the Variable Annuity Risk Committee, ensuring alignment on risk, economics, assumptions, and hedge outcomes.

Partner with Quantitative Research & Development to define modeling, analytics, and tooling requirements, while QRD retains responsibility for implementation and production support.

Work in close coordination with Barings as the execution and implementationteam, whileretainingall strategic decision-making, hedge design, and risk ownership internally.

Contributederivativesexpertiseto adjacent portfolios, including macro equity hedging and interest rate risk programs, as priorities evolve.

The Minimum Qualifications

10+ years of experience in derivatives portfolio management, hedging, or financial risk management, with meaningful focus on interest rate and volatility markets.

Strong knowledge of interest rate and volatility derivatives, including swaps, swaptions, bond forwards, Treasury futures, total return swaps, and equity exchange-traded and OTC derivatives.

Proven experience managing material financial risk within an insurance, asset management, or comparable institutional context across equity and/or interest rate derivatives.

Demonstrated ability to own a program or initiative end-to-end within a governed institutional environment.

Strong communicationand leadership skills, with the ability to convey complex risk topics to senior and non-specialist audiences.

Strong quantitative background, including hands-on experience with analytics, scenario analysis,research,simulationand risk measurement; Python and/or SQLrequired.

Bachelor?s degree in Finance, Mathematics, Economics, Engineering, ora relatedfield.

The Ideal Qualifications

MBA from a leading institution preferred, reflecting the leadership, strategic thinking, and cross-functional skillsrequiredto own and grow a complex program. Alternatively, MFE,orPhD, combined withdemonstratedexperience owning risk, making trade?offs, andoperatingwithin institutional governance frameworks.

Direct experience with Variable Annuity hedging programs, including governance, risk committee reporting, and option budget management.

Deepexpertisein interest rate volatility markets, including swaptions and relative value strategies across the yield curve.

Strong understanding of asset-liability management principles in an insurance context.

Professional certification (CFA, FRM).

What You Can Expect at MassMutual

MassMutual offers the opportunity to do meaningful work within a purpose-driven organization that values long-term impact over short-term outcomes. In this role, you can expect:

Clear areas of ownership and accountability, with work that connects directly to company and customer outcomes?

A collaborative environment where perspectives are welcomed ?

Access to learning, development, and internal networks that support continuous growth and skill-building over time?

Employee-led communities and forums that foster connection, learning, and inclusion across the organization?

A culture grounded in integrity, responsibility, andstewardship?supported by a company with a strong legacy and a future-focusedmindset

#LI-FT1

MassMutual is an equal employment opportunity employer. We welcome all persons to apply.

If you need an accommodation to complete the application process, please contact us and share the specifics of the assistance you need.

California residents: For detailed information about your rights under the California Consumer Privacy Act (CCPA), please visit our page.

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.

Dice Id: RTX1d8578
Position Id: 112023879
Posted 6 hours ago

Fitment

Dice Job Match Score™

To see how well you match this job, please log in or create an account.

Once logged in, be sure to complete your profile to get the most accurate match score.

Create job alert

Never miss an opportunity! Create an alert based on the job you applied for.

Boston, Massachusetts

•

Today

Quantitative Credit/Derivative Portfolio Manager Quantitative Portfolio Management?Team Full-Time Boston, MA The Opportunity:? The Quantitative Credit/Derivative Portfolio Manager will be responsible for Credit hedging across the MassMutual General Investment Account. This includes performing daily portfolio management activities, such as rebalancing risk and evaluating tactical relative-value tradeoffs, while also contributing to the research of alternative hedging strategies employing simulat

Full-time

Sr. Manager, Derivative Trading Technology

Boston, Massachusetts

•

Today

At MFS, you will find a culture that supports you in doing what you do best. Our employees work together to reach better outcomes, favoring the strongest idea over the strongest individual. We put people first and demonstrate care and compassion for our community and each other. Because what we do matters - to us as valued professionals and to the millions of people and institutions who rely on us to help them build more secure and prosperous futures. THE ROLE The Sr. Manager - Derivative Inve

Full-time

USD 145,000.00 per year

Portfolio Manager - Public Markets

Boston, Massachusetts

•

Today

Job Description: Established nearly two centuries ago, FM is a leading mutual insurance company whose capital, scientific research capability and engineering expertise are solely dedicated to property risk management and the resilience of its policyholder-owners. These owners, who share the belief that the majority of property loss is preventable, represent many of the world?s largest organizations, including one of every four Fortune 500 companies. They work with FM to better understand the haz

Full-time

Lead Software Engineer - Investment Trading Technology

Boston, Massachusetts

•

Today

Full-time

USD 98,500.00 per year