Sun Life Financial Derivatives Analyst - Sun Life Investment Management in Wellesley Hills, Massachusetts
At Sun Life, we work together, share common values and encourage growth and achievement. We offer many career paths that attract a wide variety of talent and skills. Follow a path that lets your talents shine.
The Sun Life Investment Management (SLIM) group of companies provide investment solutions for defined benefit pension plans and other institutional investors across North America. SLIM companies are industry leaders with sustained track records of delivering effective traditional and alternate investment strategies:
• Bentall Kennedy is a North American leader in commercial real estate services and investment management.
• Prime Advisors, Inc. specializes in customized fixed income portfolio management solutions for U.S. insurance companies and other institutional investors.
• Ryan Labs Asset Management is a U.S. based specialist in liability driven investing and total return fixed income strategies.
• Sun Life Institutional Investments (Canada) Inc. gives Canadian clients access to private assets and the long-standing investment expertise of our parent company, Sun Life Financial.
The Analyst, Derivatives and Quantitative Strategies is accountable for assisting derivative portfolio management and research. In addition, the position is also accountable for special projects and facilitating external communications. The successful candidate is expected to be inquisitive and eager to learn, highly detail oriented, have a team-first and can-do attitude, possess strong analytic capabilities, and ability to manage multiple tasks. Active participation on the trading desk on strategic and market discussions is essential.
• Maintain trading and research models
• Assist fundamental research, market analysis, and portfolio strategy development
• Prepare materials for client meetings/ internal strategy meetings and address clients’ questions
• Write regular market commentaries for internal/external clients
• Backup of derivative portfolio management
• Special projects of macroeconomic research, market analysis, and derivative overlay strategies
• Facilitate communications and streamline operations with other SLIM companies and business functions
• Actively participates in strategic and market discussions with peers
• B.A. or B.S. in Economics, Finance, or quantitative discipline is required
• 1-3 years of relevant experience
• MBA and/or CFA/FRM preferred, but not required
• Proficient in Office, including Excel, Word, and Powerpoint
• Knowledge of bond math, derivatives and portfolio management a plus
• Experience with Bloomberg, Aladdin, Matlab, VBA a plus
• Excellent communication and writing skills
• Must be able to work under pressure and have the ability to multitask
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