Quantitative Analysts with VIAC Services Company (Venerable) in West Chester, PA. Analyze and monitor derivative portfolios including listed and OTC interest-rate and equity derivatives (e.g., futures, total-return swaps, interest-rate swaps, options and swaptions, and variance swaps). Research innovative trade ideas, hedging strategies and explain portfolio P&L performance and insights through clear risk reporting. Build quantitative and analytical tools to support portfolio management, hedge strategy development, and risk reporting by leveraging financial engineering, capital markets, and product knowledge. Apply advanced knowledge of equity and rate derivative instruments to spearhead quantitative projects to help support overall Hedging/Risk team goals and objectives. Work with VBA, Python, Matlab, C++, and other various quantitative models. Minimum Requirements: Master's degree or foreign equivalent in Financial Engineering, Quantitative Finance, Mathematics, or a closely related quantitative discipline. Must have experience or academic training with the following: applying object-oriented programming skills using R , VBA or Python; improving and optimizing processes and reflecting appropriate controls in models; working with insurance products, regulations, or insurance company structure including pricing, modeling, valuation, risk management, inforce management, or hedging; and utilizing valuation software, databases, and Microsoft Excel and PowerPoint. Apply online at www.Venerable.com Job Number REQ576.