Reinsurance Group of America, Incorporated
Senior Derivative Strategist, Derivative Portfolio Management & Trading
Reinsurance Group of America, Incorporated, Chesterfield, Missouri, United States, 63005
Senior Derivative Strategist, Derivative Portfolio Management & Trading
Reinsurance Group of America, Incorporated (RGA) is a Fortune 200 company committed to solving today’s challenges through innovation and collaboration.
RGA Investments
is a global asset manager based in St. Louis with over $132 billion in fixed income and equity securities under management. The Investment Solutions team develops and executes liability‑driven investment strategies to optimize risk‑adjusted returns.
Responsibilities
Develop and maintain sophisticated quantitative models for the valuation, risk measurement, and performance attribution of our derivatives strategies, including interest rate, foreign exchange, equity, and credit derivatives.
Lead and execute a variety of quantitative projects, providing analytical support for strategic initiatives, new product development, and complex financial analysis.
Assist in the design and implementation of new and enhanced risk reports for our FX Risk Committee and other internal stakeholders, focusing on clear, insightful, and actionable metrics.
Support company‑wide ALM working groups and other cross‑functional teams, providing subject‑matter expertise and quantitative analysis to inform key financial decisions.
Serve as a back‑up for derivative trade execution, ensuring seamless operational continuity and a comprehensive understanding of our trading activities.
Stay current with market trends, new derivative products, and best practices in quantitative finance and risk management.
Support implementation of derivative strategies for hedging, replication, and income generation within block reinsurance transactions.
Monitor and maintain derivative positions across various asset classes, ensuring alignment with strategic objectives.
Track performance of existing hedge portfolios and assist in trade maintenance activities such as rolling positions and monitoring market triggers.
Collaborate with Legal and Operations to support documentation processes including ISDAs, CSAs, and trade confirmations.
Qualifications
Master’s degree in Arts/Sciences (MA/MS) or higher in a quantitative field such as Financial Engineering, Mathematics, Physics, Statistics, or a related discipline with 5+ years of experience in a highly quantitative role within capital markets, investment banking, asset management, or insurance/reinsurance.* OR
Bachelor’s Degree in Arts/Sciences (BA/BS) in Financial Engineering, Mathematics, Physics, Statistics with 10+ years of relevant work experience.
Hands‑on experience with financial modeling software and data analysis tools.
Master’s degree in Arts/Sciences (MA/MS) or PhD in one of the above‑mentioned fields.
Experience with risk management platforms and derivative trading systems.
CFA, FRM, or other relevant professional certifications.
Skills and Abilities
Sound understanding of ALM, derivative pricing, financial market liabilities, and risk management.
Understanding of relevant insurance capital, regulatory, and accounting standards.
Highly advanced investigative, analytical, and problem‑solving skills.
Strong written and verbal communication skills; ability to translate technical subjects into business explanations with multiple alternative action steps.
Exceptional ability to liaise with individuals across a wide variety of operational, functional, and technical disciplines, including across business segments and time zones.
Strong proficiency in at least one programming language (e.g., Python, MATLAB, SQL, C++, or R).
Deep knowledge of derivative instruments, pricing models, and risk measures (e.g., VaR, Greeks).
Ability to work well in an environment with multiple concurrent projects, managing project‑based workflow within demanding time frames and adapting quickly to new methods.
Persuasion and negotiation skills when working with internal/external customers to resolve issues and problems.
Must work well within a team environment and participate in department/team projects.
Knowledge of insurance ALM principles and regulatory frameworks (e.g., Solvency II, NAIC).
What You Can Expect From RGA
Gain valuable knowledge from and experience with diverse, caring colleagues around the world.
Enjoy a respectful, welcoming environment that fosters individuality and encourages pioneering thought.
Join the bright and creative minds of RGA, and experience vast, endless career potential.
Compensation Range $123,500.00 – $184,050.00 Annual. Base pay varies depending on job‑related knowledge, skills, experience and market location. In addition, RGA provides an annual bonus plan that includes all roles and some positions are eligible for participation in our long‑term equity incentive plan. RGA also maintains a full range of health, retirement, and other employee benefits.
Seniority Level Mid‑Senior level
Employment Type Full‑time
Job Function Analyst, Strategy/Planning, and Finance
RGA is an equal opportunity employer. Qualified applicants will be considered without regard to race, color, age, gender identity or expression, sex, disability, veteran status, religion, national origin, or any other characteristic protected by applicable equal employment opportunity laws.
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RGA Investments
is a global asset manager based in St. Louis with over $132 billion in fixed income and equity securities under management. The Investment Solutions team develops and executes liability‑driven investment strategies to optimize risk‑adjusted returns.
Responsibilities
Develop and maintain sophisticated quantitative models for the valuation, risk measurement, and performance attribution of our derivatives strategies, including interest rate, foreign exchange, equity, and credit derivatives.
Lead and execute a variety of quantitative projects, providing analytical support for strategic initiatives, new product development, and complex financial analysis.
Assist in the design and implementation of new and enhanced risk reports for our FX Risk Committee and other internal stakeholders, focusing on clear, insightful, and actionable metrics.
Support company‑wide ALM working groups and other cross‑functional teams, providing subject‑matter expertise and quantitative analysis to inform key financial decisions.
Serve as a back‑up for derivative trade execution, ensuring seamless operational continuity and a comprehensive understanding of our trading activities.
Stay current with market trends, new derivative products, and best practices in quantitative finance and risk management.
Support implementation of derivative strategies for hedging, replication, and income generation within block reinsurance transactions.
Monitor and maintain derivative positions across various asset classes, ensuring alignment with strategic objectives.
Track performance of existing hedge portfolios and assist in trade maintenance activities such as rolling positions and monitoring market triggers.
Collaborate with Legal and Operations to support documentation processes including ISDAs, CSAs, and trade confirmations.
Qualifications
Master’s degree in Arts/Sciences (MA/MS) or higher in a quantitative field such as Financial Engineering, Mathematics, Physics, Statistics, or a related discipline with 5+ years of experience in a highly quantitative role within capital markets, investment banking, asset management, or insurance/reinsurance.* OR
Bachelor’s Degree in Arts/Sciences (BA/BS) in Financial Engineering, Mathematics, Physics, Statistics with 10+ years of relevant work experience.
Hands‑on experience with financial modeling software and data analysis tools.
Master’s degree in Arts/Sciences (MA/MS) or PhD in one of the above‑mentioned fields.
Experience with risk management platforms and derivative trading systems.
CFA, FRM, or other relevant professional certifications.
Skills and Abilities
Sound understanding of ALM, derivative pricing, financial market liabilities, and risk management.
Understanding of relevant insurance capital, regulatory, and accounting standards.
Highly advanced investigative, analytical, and problem‑solving skills.
Strong written and verbal communication skills; ability to translate technical subjects into business explanations with multiple alternative action steps.
Exceptional ability to liaise with individuals across a wide variety of operational, functional, and technical disciplines, including across business segments and time zones.
Strong proficiency in at least one programming language (e.g., Python, MATLAB, SQL, C++, or R).
Deep knowledge of derivative instruments, pricing models, and risk measures (e.g., VaR, Greeks).
Ability to work well in an environment with multiple concurrent projects, managing project‑based workflow within demanding time frames and adapting quickly to new methods.
Persuasion and negotiation skills when working with internal/external customers to resolve issues and problems.
Must work well within a team environment and participate in department/team projects.
Knowledge of insurance ALM principles and regulatory frameworks (e.g., Solvency II, NAIC).
What You Can Expect From RGA
Gain valuable knowledge from and experience with diverse, caring colleagues around the world.
Enjoy a respectful, welcoming environment that fosters individuality and encourages pioneering thought.
Join the bright and creative minds of RGA, and experience vast, endless career potential.
Compensation Range $123,500.00 – $184,050.00 Annual. Base pay varies depending on job‑related knowledge, skills, experience and market location. In addition, RGA provides an annual bonus plan that includes all roles and some positions are eligible for participation in our long‑term equity incentive plan. RGA also maintains a full range of health, retirement, and other employee benefits.
Seniority Level Mid‑Senior level
Employment Type Full‑time
Job Function Analyst, Strategy/Planning, and Finance
RGA is an equal opportunity employer. Qualified applicants will be considered without regard to race, color, age, gender identity or expression, sex, disability, veteran status, religion, national origin, or any other characteristic protected by applicable equal employment opportunity laws.
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