An industry-leading Insurance Investment Management business is looking to build out their new Investment Risk Management function based out of Des Moines, IA. The firm is publicly traded, is a top producer in fixed income annuities and is experiencing rapid growth across the U.S.. The firm has hired more than 100 new employees since the beginning of 2021, including a new CIO and Head of Investment Risk.
This role will be the first hire in the group and will report directly to the Head of Investment Risk. The role operate as the number two in the group and will be the Team Lead as the team continues to be scaled up. This individual will assist the Head of Investment Risk in building out an investment risk framework across the business, and will be a key stakeholder in the Risk Committee.
- Work closely with the Head of Investment Risk in designing and implementing an Investment Risk framework across the investment management business
- Work closely with the investment teams to ensure they understand their risk taking abilities
- Develop dashboards for risk monitoring
- Perform risk analysis and portfolio optimizations for fixed income portfolios
- Perform scenario modeling, performance attribution, and ad-hoc quant research projects
- Assist in the development and maintenance of statistical risk models for PD, LGD, and ED for their investment portfolios
- Use Python and SQL for the development of quantitative tools to assess and quantify risk
- Partner with the quants and developer teams to contribute to the development of their risk platform
- Advanced degree in a technical discipline
- Minimum of 3 years of experience
- Strong knowledge of private credit and/or general fixed income
- Programming knowledge of SQL, VBA and Python
- Excellent verbal and analytical skills