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. In addition, this high-profile group works with our other internal stakeholders including product, actuarial, treasury, accounting, risk, compliance, and external partners, including our primary asset management subsidiary Barings and the major Wall Street derivative broker/dealer counterparties.