Position: AVP


Job ID:		41168
	
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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