Market Risk Analyst, Enterprise Risk Management

2 weeks ago


Montpelier, United States National Life Group Full time

Market Risk Analyst, Enterprise Risk Managment

This position will support the identification, measurement, and monitoring of the financial risks of the company. This person will play a key role in quantifying our capital market risks and thus in shaping how risk-based decisions are made by senior management. This role is part of a dynamic team overseeing the company’s capital markets risks (market, credit and liquidity).

Key Responsibilities:

Help provide independent oversight of market risks, liquidity risks, credit risks and Asset & Liability Management (ALM) on a total company basisContribute to the creation of a broad, deep, and aggressive agenda of risk initiatives which, taken together, represent the organization’s program of continuous improvement in all that we doAssist with strategic initiatives and projects related to risk appetite and risk limit developmentIdentify, measure, monitor and report market risks and liquidity risk positionsComplete analysis related to risk appetite, risk limits and other projects to ensure the organization operates within its risk appetite and investment strategyAssist with developing content for ORSA (Own Risk and Solvency Assessment) and risk reporting to the board and executive leadership team

Requirements:

Bachelor's Degree or an equivalent combination of education and experience2-4 years of professional work experience in risk management, preferably in the financial services industryExperience with modeling of Market Risk (eg. VaR or EaR), Credit Risk (PFE Modeling) and Liquidity Risk (eg. LCR)MS Excel (advance level required)Knowledge of VBA, SQL, and/or R a plus, but not requiredRelevant (optional) credentials to this position: Chartered Financial Analyst, Financial Risk Manager, Chartered Alternative Investment Analyst, Professional Risk Manager, Associate Society of Actuaries/Fellow Society of Actuaries

Additional Qualifications:

Strong quantitative, data, analytical and problem-solving skillsStrong ability to think critically and comprehend detailed business, technology, models and risk conceptsSelf-motivated and result-focusedStrong interpersonal skills and ability to work independently as well as being a team player in a fast-paced environmentStrong coordination, communication, influencing, and organizational skillsWell-developed listening skills with an ability to summarize and quickly identify key pointsA broad understanding of trends in the financial industry, insurance and regulatory environmentMust be authorized to work in the United States and able to pass a background checkThe base compensation range represents the low and high end of the range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to qualifications, skills, competencies, location, and experience. The range listed is just one component of our total compensation package for employees.Other rewards may include an annual bonus, quarterly bonuses, commissions, and other long-term incentive compensation, depending on the position.  National Life offers a competitive total rewards package which includes: a 401(k) retirement plan match; medical, dental, and vision insurance; a company funded wellness account for director and below employees; 10 paid holidays; a generous paid time off plan (22 days of combined time-off for non-exempt employees and exempt employees have discretion in managing their time, including scheduling time off in the normal course of business, but in no event will exempt employees receive less sick time than required by state or local law); 6 weeks of paid parental leave; and 6 weeks of paid family leave after a year of full-time employment.National Life is accepting applications for this role on an ongoing basis and the role remains open until filled.   National Life Group® is a trade name of National Life Insurance Company, Montpelier, VT – founded in 1848, Life Insurance Company of the Southwest, Addison, TX – chartered in 1955, and their affiliates. Each company of National Life Group is solely responsible for its own financial condition and contractual obligations. Life Insurance Company of the Southwest is not an authorized insurer in New York and does not conduct insurance business in New York. Equity Services, Inc., Member FINRA/SIPC, is a Broker/Dealer and Registered Investment Adviser affiliate of National Life Insurance Company. All other entities are independent of the companies of National Life Group.National Life Group1 National Life DrMontpelier, VT 05604

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