The Impact: The Quantitative Credit/ Derivative Portfolio Manager will be accountable for the following: • Responsible for daily portfolio management activities like execution of new hedges, roll of existing ones, and trade input as well as review of current risk, recent activity, attribution, profit and loss, and modeling of credit exposure in different portfolios • Identify market opportunities, analyze alternative hedging strategies, propose and implement frameworks for relative value positioning, and suggest transactions, to increase hedge effectiveness for portfolio management • Lead bespoke simulation, back-testing and/or other research projects • Collaborate with colleagues in other areas of MassMutual as needed - enterprise risk, corporate actuarial, finance and accounting, etc. The Ideal Qualifications: • 10+ years of derivative market experience • Advanced quantitative degree (MFE, PhD) • Strong background/understanding of capital markets and financial instruments • Strong quantitative expertise: statistics, mathematics, and computer science (python / SQL required) • Ability to develop market views in Credit and Fixed-Income • Strong understanding of portfolio management and ALM • Deep knowledge of derivatives in all dimensions - risk, economics, tax, accounting • Strong background/understanding of capital markets and financial instruments • Strong understanding of portfolio management and ALM in a life insurance company • Strong communication skills and ability to convey technical topics to non-experts.