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Quantitative Risk Analyst

3 months ago

New York, United States Flex Employee Services Full time

POSITION SUMMARY

Working as a member of the Global Investments (GI) and the Global Investments Risk Management (GIRM) team, participate in the delivery of second line risk management and associated analytics for investment and investment related activities in our subsidiary Asset Management division. Collaborate on the development, implementation and validation of the divisions investment risk and capital models. Support the enhancement of the investment risk framework to ensure robust identification, assessment, measurement and monitoring of key risks.

KEY RELATIONSHIPS

Reports to: Chief Risk Officer Global Investments Risk Management

Primary Relationships: GIRM team members, Quantitative Analytic Solutions team, GI information technology, GI business leaders and staff, ERM, business partners including accounting, tax, legal, actuarial, treasury

OVERALL RESPONSIBILITIES

  • Collaborate with GIRM teams members to perform second line comprehensive risk analyses across investment risks to ensure compliance with the firms risk appetites, tolerances and investment risk limits
  • Work closely with Quantitative Analytic Solutions team to validate and calibrate models to support implementation
  • Provide documentation and validation of models and calibration techniques
  • Collaborate with GIRMs technologists to ensure models are efficient and robust as deployed into production
  • Provide support for Market and Credit risk analysis
  • Participate in the production and presentation of oral and written analyses and concepts, including management recommendations, to senior management

CANDIDATE QUALIFICATIONS

  • 5+ years of relevant work experience in financial services risk management (preferably life insurance), either in industry, or as a consultant
  • Masters Degree in Financial Engineering, Mathematical Finance or Mathematics or a related major is desirable
  • CFA, FRM, Actuarial credentials or similar investment risk management credentials a plus
  • Strong model development experience in programming languages such as C#, Python, and VBA is a must
  • Experience modeling public and private fixed income asset classes, public and private equity, derivatives and alternatives is desirable
  • Knowledge of statistics and its application to the financial services industry
  • Life insurance actuarial modeling and implementation experience is a plus, as is familiarity with life insurance company financial statements
  • Strong analytical and critical thinking skills is a must
  • Strong verbal and written communication skills
  • Highly organized with the ability to work on multiple projects with different deadlines