Description:
A growing player in the insurance industry is searching for an Investment Risk Manager with 5+ years of experience to analyze, model, and monitor the risk-return profile of their alternative asset class portfolio. In this role, you will develop investment risk metrics/reports and communicate results of their analysis to senior stakeholders.
The right candidate will leverage a credit risk background to drive scenario analysis, stress testing, and cash flow modeling, while having a working knowledge of Alternative Investment Strategies (Private Equity, Infrastructure, Mezzanine.)
Responsibilities:
- Bachelor's degree in Finance, Economics, Financial Engineering, Statistics, etc is required.
- Master's degree, CAIA, CFA are preferred.
- Previous experience with portfolio credit risk modeling, time series and/or econometric analysis
- Strong investments risk modelling skills
- Strong programming experience in R and excel
