Quant Risk Analyst needed for Major Insurance Firm – NYC recruitment
You will :
Join the scenario and aggregation team to valuate the risk sensitivities across the firm
Perform firm wide stress test scenario generation and coordinate the insurance shocks
Coordinate with business units to run their local model and gain capital requirement
Validate the analytics and present to senior management
Gain exposure to local CRO and capital management
Estimate the cost of risk by using scenario generation and model all Equity and Interest Rate models, hedge fund and private equity
This is an opportunity to use your Quantitative Risk skills and join a unique and dedicated team.
Requirements:
Ph.D or Masters in Statistics, Math
Skilled in Matlab, R
3-6 yrs Market or Credit Risk Management
Experience with Interest Rate models in an Insurance Firm preferred
Excellent communication skills and relationship management abilities
Strong organizational skills
Economic Capital background beneficial
Working knowledge of Basel II, III
Please send your resume in Word doc format to Mairin with Huxley Associates for immediate consideration.
Insurance, Interest Rate, Quant, Quantitative Analyst, Quantitative Risk, Market Risk, Risk, Risk Manager, Basel, Economic Capital, Matlab, R, Management
