Senior Quantitative Portfolio Manager

The Opportunity

The Senior Quantitative Portfolio Manager will oversee broad derivatives responsibilities across equity, interest rate, and volatility risk management, leading the strategic construction and evolution of derivatives-based hedging frameworks — with primary ownership of MassMutual's Variable Annuity dynamic hedging platform — and carrying end-to-end accountability for hedge design, governance, risk outcomes, and program-level P&L across market environments.

While the Variable Annuity programrepresentsthe largest and most complexinitialmandate, this role is designed to add value across multiple portfolios and risk programs over time, including macro equity hedging, interest rate risk management, and other liability-driven strategies.

The successful candidate willalsoproactively develop, analyze, and present relative value opportunities across these markets to improve hedge efficiency, reduce long-term hedge cost, and manage downside risk...