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Job Summary |
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Job Description |
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Genworth Financial, a global insurance company is seeking an Investment Risk Analyst to assist in the creation and evaluation of portfolio construction strategies and provide analytical support for various asset classes and insurance products. This position will report to the VP, Investments Risk Management and will support the Director-level Quantitative Analysts in the development of quantitative models to help create investment strategies while providing support to Asset Management, Portfolio Management and other teams throughout the Investments organization.
The role involves:
• Ongoing evaluation of credit risk models and measurement systems for integration into fixed income investment strategies and capabilities
• Assisting in asset and liability management
• Quarterly portfolio reporting
• Assisting with Credit VaR modeling and analysis
• Utilizing credit analysis to support portfolio optimization • Ad hoc analyses and projects
Our unique environment allows exposure to a variety of insurance products and market sectors including credit, fixed income, mortgages, equities and currencies.
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Additional Salary Information: We offer a competitive salary and benefits package.
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Requirements |
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Basic Qualifications Required:
• Masters Degree in a quantitative discipline
• Minimum of 3 years experience working with insurance, portfolio optimization or fixed income models in an investment or asset management risk function
• Knowledge of insurance liabilities, statutory accounting, capital requirements, credit VaR models, and fixed income portfolio management
Preferred Candidate Qualifications :
• Insurance experience
• Ph.D
• Deep understanding/familiarity with portfolio construction techniques
• CFA, or candidacy
Please post for job number INV90882 at http://www.genworth.com/employment
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