Quantitative Risk Analytics Lead

5 days ago


Springfield, Massachusetts, United States MassMutual Full time
The Opportunity

As a key member of the Credit Risk Management team, you will play a crucial role in developing and implementing quantitative models to analyze and mitigate credit risk. The ideal candidate will have a strong background in quantitative risk analytics and experience in leading projects in a similar capacity.

You will work closely with the capital, credit, market, and portfolio risk teams to enhance ERM's analytical and reporting capabilities. This is an excellent opportunity to collaborate with risk, investment, and finance teams, as well as enterprise technology teams.

The Team

The Credit Risk Management team is responsible for managing portfolio credit, counterparty, and country risks across the enterprise. Members of the team bring expertise and experience across a range of risk measurement and management disciplines, providing comprehensive and insightful quantitative analysis to support senior team management in preparing recommendations that drive credit strategy.

The Impact
  • Develop and implement quantitative models to analyze and mitigate credit risk.
  • Lead and mentor junior quantitative analysts.
  • Collaborate with cross-functional teams to enhance ERM's analytical and reporting capabilities.
  • Assist in leading the efforts to implement, develop, and enhance ERM's analytical capabilities related to quantification of credit and investment risks in the portfolio.
  • Build on existing data platforms to process data requirements and enhance existing data frameworks.
  • Develop and syndicate new approaches for measuring portfolio credit and market risk.
  • Use Python and SQL in analytical work, as well as spreadsheets and VBA for prototyping and data analysis.
  • Lead complex initiatives with cross-functional teams and stakeholders.
  • Evaluate and review risk measures of multiple asset classes and interact with first-line risk takers.
  • Liaise and collaborate with business stakeholders, quantitative model developers, and technology teams.
About MassMutual

MassMutual is a company with a rich history, dating back to 1851. We've helped millions of people find financial freedom, offer financial protection, and plan for the future. Our purpose is to help people secure their future and protect the ones they love. We're guided by a single purpose: to put our customers first. MassMutual is an Equal Employment Opportunity employer, welcoming all persons to apply.



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