Lead Credit Risk Analytics Specialist

2 weeks ago


Cambridge, Massachusetts, United States MassMutual Full time
About the Role

The Credit Risk Analytics Lead will be responsible for leading the development and implementation of quantitative models to manage credit risk across the enterprise. This includes expanding the use of existing models and designing new tools and risk frameworks. The ideal candidate will have a strong background in quantitative risk analytics and experience leading projects in a similar capacity.

Key Responsibilities:

  • Lead the development and implementation of quantitative models to manage credit risk
  • Collaborate with risk, investment, and finance teams to design and develop new tools and risk frameworks
  • Work with capital, credit, market, and portfolio risk teams to implement and enhance ERM's analytical capabilities
  • Lead complex initiatives, including those that are cross-functional with broader impact in Credit Risk
  • Liaise and collaborate with business stakeholders, quantitative model developers, and technology teams

Requirements:

  • Minimum 7 years of relevant work experience in investment (credit/market) quantitative risk analytics
  • Experience in leading projects in quantitative analytics capacity
  • Strong quantitative model development and implementation skills and ability to validate analytical results
  • Experience in quantitative risk modeling across a wide range of asset classes and relevant product knowledge in an investment setting
  • Ability to process and understand various data requirements in investment analytics

Preferred Qualifications:

  • 7-10 years of relevant work experience
  • Master's degree or PhD in Computer Science, Financial Engineering, Mathematics, Physics, engineering, or similar quantitative discipline
  • Knowledge and experience working with public and private credit securities, structured and real assets, derivatives, and hedging risk management
  • Experience using Moody's Analytics credit risk tools
  • Previous experience working on liability-driven investing projects within an insurance company

About MassMutual

MassMutual is a leading insurance company that has been around since 1851. We help millions of people find financial freedom, offer financial protection, and plan for the future. Our purpose is to put customers first and help them secure their future and protect the ones they love.



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