Vice President II, Investments (Finance)
Мэтч & Сопровод
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Описание вакансии
TL;DR
Vice President II, Investments (Finance): Overseeing investment risk management for a global P&C reinsurance company with an accent on risk metrics, ALM, and portfolio stress testing. Focus on developing VaR and t-VAR models, managing asset duration, and coordinating investment controls with the Group CRO.
Location: Hybrid (3 days in office, 2 days remote); Must be based in New York, NY or Warren, NJ
Salary: $303,000 - $375,000 annually
Company
is a global leader in risk management and reinsurance with a 50+ year heritage of disciplined capital allocation.
What you will do
- Lead all aspects of investment risk management for a global P&C reinsurance company.
- Chair the Asset Risk Committee (ARC) and coordinate risk-related reporting for the board and senior management.
- Monitor portfolio asset duration relative to liability durations (ALM) and foreign exchange (F/X) exposures.
- Measure and report stochastic risk metrics, including VAR and t-VAR at various confidence intervals.
- Collaborate with the Group CRO to align investment controls and modeling with enterprise risk management (ERM).
- Oversee information systems initiatives within the Investments domain.
Requirements
- Must be based in or able to work from New York, NY or Warren, NJ.
- 8+ years of experience in investment management or insurance risk management.
- Strong quantitative skills with advanced Excel and modeling proficiency.
- Ability to summarize complex ideas succinctly and collaborate across multiple divisions.
- MBA or MS in Risk Management, Finance, or Financial Engineering preferred.
- CFA Designation preferred.
Culture & Benefits
- Comprehensive health insurance coverage and employee wellness program.
- 401k match and retirement savings plan.
- Life and disability insurance.
- Paid holidays and paid time off (PTO).
- Inclusive workplace culture driven by values of humility, leadership, and collaboration.
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