JPMorgan Asset Management - Derivatives Insurance Portfolio 

United States, New York, New York 

371400190

Job responsibilities:

Required qualifications, capabilities, skills:

• 5-10 years first-hand experience of using derivatives as a portfolio manager at a large asset manager, insurance company or pension fund.
• Deep understanding of the use of derivatives in the context ALM for life, health and annuity insurance liabilities. Knowledge of P&C liabilities is helpful as well.
• Exceptional understanding of derivatives markets especially in fixed income markets, specifically US treasury, corporate credit, agency MBS, CMBS, CLO. Equity derivatives knowledge would be beneficial.
• Demonstrate detailed knowledge of US GAAP and STAT accounting conventions and BSCR and the capability to design passive or active hedging strategy subject to regulatory constraints.
• Knowledge of derivative regulatory treatment is recommended.
• Experience working with US, Canadian and Bermudan regulatory capital frameworks is an advantage.
• Experience in all aspects of derivative management is crucial, including pricing, analytics, execution, collateral management, risk management, performance, and attribution.

Preferred qualifications, capabilities, skills:

• A proven track record in enhancing derivative platform capabilities. Strength in shaping a technology strategy to drive innovation is preferred
• An ability to deliver success at scale in a controlled manner is preferred
• Excellent interpersonal skills with the ability to engage and successfully influence a broad range of individuals is preferred
• Experience dealing with internal and external clients and solving their problems in a thoughtful and innovative way id preferred
• Independent self-starter with the ability to think creatively and laterally. Ability to navigate a complex global infrastructure that involves numerous groups and individuals is preferred
• Strong focus on the bottom line of the business is preferred