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 quantitative background, including hands-on experience with analytics, scenario analysis, research, simulation and risk measurement; Python and/or SQL required.
Bachelor's degree in Finance, Mathematics, Economics, Engineering, or a related field.