AVP

  • 41168
  • Life - Investments
  • |
  • New York, United States
  • |
  • 2 days ago
RESPONSIBILITIES
  •   Metric Development & Monitoring: Design, implement, and track investment risk metrics to ensure portfolio health.
  •  Credit & Counterparty Analytics: Lead the analysis and reporting for credit and counterparty default risks.
  •  Portfolio Reporting: Oversee internal and external reporting for invested assets, including scorecards, sensitivity evolution, and capital metrics across all asset classes.
  •  Capital Modeling: Direct quarterly asset risk and capital modeling using both stochastic and formula-based methodologies.
  •  Liquidity & Optimization: Execute annual and quarterly liquidity stress tests to optimize asset allocation within local regulatory constraints.
  •  Valuation Peer Review: Conduct rigorous reviews of private asset valuations,
  •  Economic Stress Calibration: Support the calibration of financial market stress scenarios for both assets and correlated reinsurance lines.
  •  Governance & Strategy: Assist in refining risk tolerance guidelines and preparing 5-year asset allocation and income projections for the ORSA model
  •  Technical Analysis: Provide deep-dive reporting on fixed-income duration, convexity, and yield, alongside equity beta analysis.
QUALIFICATIONS
  • Deep understanding of multiple asset classes, including bonds, equities, funds, and alternative investments.
  • Proficiency in asset scenario analysis, stress testing, and stochastic modeling.
  • Advanced experience with Bloomberg and coding proficiency
  • ->SALARY: 120-170k
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