AVP Asset Risk & Analytics
PA-West Chester - Dunwoody Dr, United States
USD 160K-200K (estimate) Executive-level Full Time
Tasks
- Analyze hedging strategies and integration with investment strategy
- Analyze risk ALM and hedging strategies for liability types
- Apply scalable technology for investment management risk and finance
- Communicate investment analytics and stress test results
- Develop and enhance investment portfolio analytics and risk reporting
- Develop code libraries for portfolio optimization and analytics
- Develop implement and maintain investment risk assumptions scenarios and stress tests
- Develop implement and maintain liquidity management framework
- Lead asset risk and analytics function
- Maintain investment risk framework
- Maintain product liability structure understanding for ALM needs
- Manage large data sets and optimize databases
- Measure monitor and analyze investment risk exposures
- Oversee asset risk management for general account portfolios
- Oversee general account asset modeling for inforce and reinvestment assets
- Own bespoke business systems and models
- Perform risk stress analysis
- Provide direction and ownership of asset modeling assumptions
- Provide input to investment assumptions for actuarial projection models
- Quantify assess and monitor market and financial risks
- Research and develop risk methodologies and models
- Support investment and risk reporting to senior management and investors
Perks/Benefits
- N/A
Skills/Tech-stack
ALM | Asset modeling | Asset-liability management | Capital Markets | Data Analysis | Database optimization | Derivatives | Economic Value | Fixed Income | Hedging | Investment Risk Reporting | Investment analytics | Investment risk | Liability management | Liquidity Management | Mathematical Modeling | Object-Oriented | Object-oriented programming | Portfolio Optimization | Risk Management | Risk Reporting | Scenario Analysis | Statistics | Stress Testing
Education
Associate Degree | Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Regions
Countries
States
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