MD – Quantitative ALM (PhD-Statistics) – Model Risk Management
A major global financial services organization is seeking a MD level-Quantitative Risk Manager with 10 years experience building and implementing Insurance Company/Actuarial Modeling systems to join their Risk Management team. Using your experience in risk methodology and analytics, participate in high profile Asset/Liability Risk Capital projection projects [Solvency II] by collaborating with senior managers across business lines. Must have strong quantitative modeling skills and the ability to synthesize complex analytics [liability cash flows, accounting and risk metrics] to project future asset/liability cash flows. The position requires superb presentation skills and the poise to interact with high level executives. Candidates must have a degree from a top university (PhD in Statistics is desirable) and 10 years relevant risk capital management experience with a major consulting firm or top financial services organization. Deep knowledge of Property and Casualty insurance products is strongly preferred. Experience with insurance and market risk applications [Barrie Hibbert, Algorithmics, Moody's Risk Frontier] strongly desired. This position offers a competitive compensation and a comprehensive benefits package. This is a senior leadership role and has compensation at the upper end for the insurance industry.
Keywords: Risk Governance, Actuarial Modeling, ALM Analyst, Solvency, Barrie Hibbert, Risk Based Capital, Scenario Analysis, ALM Forecasting, Quantitative Modeling
Please refer to Job 20198 - EFC and send MS Word attached resume to jeg@analyticrecruiting.com.Experience 10-15 Years
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