I am working with a 600B asset manager primarily invested across commercial real estate, renewable energy, infrastructure, and private markets where their New York Headquarters are. This position will sit in their new reinsurance business where they are looking to hire a Investment Risk Associate. Check out the Requirements Below!
-Developing and implementing risk models for the insurance investment portfolio including reporting packages for management to review investment model outputs, sensitivities, and results.
-Partner the Technology Services Group for model implementation and production and the Investment, Risk and Legal teams to Monito and review investment, credit and market risk in the investment portfolio.
-Continually challenge and ensure investment risk profile stays within agreed risk appetite through the establishment, review and monitoring of risk limits
-Assist the broader Risk function in ad hoc projects and analysis.
- 2-4 years' experience in a quantitative role, preferably in investment risk, financial market risk or asset management areas.
- Hands-on experience with scripting languages, such as Python and/or R.
- Hands-on experience with data analytics (SQL) preferably using Snowflake.
-Strong interpersonal skills with great attention to detail
- Ability to multi-task and work in a very fast-paced and team-oriented environment