Senior Quantitative Risk Analyst Senior Quantitative Risk Analyst …

Selby Jennings Buyside
in Manhattan, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 17 Sep 21
Negotiable
Selby Jennings Buyside
in Manhattan, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 17 Sep 21
Negotiable
Selby Jennings Buyside
A leading Investment and Life Insurance Company is looking to hire a Senior Quantitative Investment Risk Analyst as part of their build out of their new New York City office. The firm is a top retirement income provider specializing in fixed index annuities designed to yield guaranteed returns. The firm is a publicly traded company and manages more than $50B in total assets. The firm has a massive presence in the west coast and mid-west, and is now expanding in the East Coast.

A leading Investment and Life Insurance Company is looking to hire a Senior Quantitative Investment Risk Analyst as part of their build out of their new New York City office. The firm is a top retirement income provider specializing in fixed index annuities designed to yield guaranteed returns. The firm is a publicly traded company and manages more than $50B in total assets. The firm has a massive presence in the west coast and mid-west, and is now expanding in the East Coast, starting with their new corporate office in NYC.

This role will report directly to the Head of Investment Risk and will operate in a team lead capacity.

Responsibilities:

  • Work directly with the Head of Investment Risk to design and implement investment risk frameworks and processes
  • Develop dashboards for risk monitoring
  • Perform risk analysis and and portfolio optimizations for fixed income portfolios, scenario modeling, factor-based attribution, and ad-hoc quantitative projects
  • Lead the development and usage of statistical risk models for the investment portfolio
  • Use Python and SQL for quantitative development of tools that assist in the generation of risk metrics reporting
  • Assist the Head of Investment Risk and CRO in Risk Committee meetings
  • Partner with the technology team to contribute to the development of their risk platform

Qualifications:

  • Advanced STEM degree is preferred
  • Python/R, SQL skills
  • 5+ years of experience in a quantitative capacity
  • Experience with Blackrock Aladdin
  • CLO, Private Credit markets experience
  • Excellent Analytical skills
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