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Job Summary |
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Director, Investments Credit Risk
Job Code: INV90871
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POSTED: Oct 22
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| Salary: |
Open |
Location: |
Stamford, Connecticut |
| Employer: |
Genworth Financial |
Type: |
Full Time - Experienced |
| Required Education: |
Masters
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Job Description |
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SUMMARY:
The Director, Investments Credit Risk will report to the Investments Chief Risk Officer. The role will be the primary risk liaison with the Asset Management group (Commercial Real Estate, Private Placements, Corporate Credit and Structured Credit Research) with a strong focus on evaluating and managing credit risk.
RESPONSIBILITIES
• Manage all aspects of investment risk for assigned asset classes including credit, market and operational risk, and credit reviews.
• Partner with Asset Management risk counterparts in the application of Credit VaR and concentration analysis
• Drive the credit surveillance process
• Engage in distressed debt work-outs
• Assist in establishing credit governance / limits
• Support development of early warning tools
• Monitor portfolio concentrations and exposures to various sectors, securities, duration levels and changes in yield curve.
• Perform scenario analyses including stress testing, sensitivity and worst case to assess portfolio exposure to credit/market factors.
• Drive Risk adoption of cutting edge techniques/systems
| NOTES: |
Additional Salary Information: We Offer a competitive salary and benefit package.
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Requirements |
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BASIC QUALIFICATIONS
• 7+ years of credit risk experience
• Demonstrated credit evaluation in an investment management setting
• Thorough understanding of credit structures and ABS, CMBS, RMBS and commercial real estate asset classes
• Strong knowledge of investment products, strategies and markets
• Exemplary quantitative capabilities and demonstrated analytical skills
• Strong project management capabilities with a focus on execution
• Excellent communicator capable of articulating complex subject matter
• Creative thinker, open to new ideas
• Strong academic credentials; MBA or CFA required; FRM or PRM designations desired
PREFERRED QUALIFICATIONS
• Insurance or buy-side experience
• Deep expertise in fixed income instruments, including derivatives
Please post for job number INV90871 at http://www.genworth.com/employment
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