An insurance company that manages over $57 billion in assets with more than 650 employees in their employment and have now expanded outward to New York to build out an asset management business. The Head of Investment Risk wants to hire a Quantitative Investment Risk Analyst to help them establish a centralized investment risk function for the asset management business.
The role itself would play integral part in developing the investment risk framework the Asset Management business. Additionally, you will be building all dashboards for trading activity risk monitoring, performing portfolio optimization's for fixed income portfolios, scenario modeling, modeling private assets for the PMs and supporting the development of their in-house risk models.
Responsibilities:
- Develop and implement risk models for the insurance/fixed income investment portfolios
- Partner with the Technology Group for model implementation and production
- Monitor and review market risk in the firm's investment portfolio
- Ensure the investment risk profile stays within risk appetite and risk limits
- Analyze and provide insight into market trends and investment updates to senior management
- Construct dashboards to accurately depict risk calculations
Qualifications:
- 1-4 years of experience in a quantitative field
- Experience with Python
- Strong verbal and written skills in a team environment
- strong attention to detail
- Experience with fixed income/insurance products is preferred but not required
