Portfolio Manager

  • 33846
  • Non-Life - Other
  • |
  • Bermuda
  • |
  • Jul 3, 2018
  • Design and creation of valuation, risk management and portfolio optimization tools.
  • Structuring and risk analysis of weather-linked risk transfer deals.
  • Creation of weather/climate based hedging solutions across exposed industries such as energy, construction, agriculture, transportation etc.
  • Evaluation of global weather market risk transfer opportunities.
  • Interfacing with end-user, brokers and intermediaries to evaluate and create hedging solutions.
  • Ongoing refinement of proprietary models for risk analysis and capital utilization.
  • Interface with internal and external stakeholders including investors, partner entities, legal, accounting and all service providers.
  • Manage a growing portfolio of weather and commodity linked transactions.
  • Minimum 8 years work experience in financial markets, expert understanding of power, natural gas, emissions and other commodity markets required.
  • Masters in financial engineering or related field is required.
  • experience structuring and evaluating complex weather and commodity linked transactions.
  • Experience with complex simulations and statistical analysis of weather and commodities data.
  • Experience with designing of statistical and financial simulation methods.
  • Ability to program in C++, MATLAB, SQL, VBA.
  • Experience managing and presenting theoretical research projects.
  • Proven leadership abilities.