Manager, Investment Risk

Bachelor’s degree in mathematics, economics, investments or related field. 7 years of investment risk management experience or investment-related experience. CFA, ASA, FRM and/or MFE designation preferred. Experience with asset modeling, monitoring, and analytics preferred. Strong capabilities in MS Excel, familiarity with MS Access & SQL. Demonstrated capability to learn to work with modeling and analytic platforms such as Bloomberg, Aladdin and risk or ALM modeling platforms. Strong capabilities with Bloomberg, Aladdin or similar modeling and investment systems. Demonstrated proficiency of Python through work projects. Knowledge of cloud technologies such as Snowflake, AWS, Azure and GCP.

Manage expansion, enhancement, and maintenance of asset models for credit risk and capital. Manage, enhance, and validate investments governance and documentation. Manage and automate investment monitoring and reporting tools. Partner with the Investments team to enhance portfolio monitoring and guide strategic decision-making. Liaise with external asset managers for reporting, analytics, and data needs. Liaise with Finance and Actuarial for platform modernization projects. Collaborate with other personnel in the Risk department. Support efforts to grow distribution and provide risk input for new products. Promote risk informed decision making across the enterprise. Support new reinsurance due diligence and establish/negotiate investment guidelines. Report on portfolio metrics and identify emerging risks with external asset managers. Evaluate best practice credit risk modeling. Assist with ad-hoc analytical requests.