Regional Investment Risk Manager - (US-PA-Pittsburgh - 15295)

Minimum Education: Bachelors
Job Type: Full Time
Jobcode: 42296
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eConsultAmerica is a preferred vendor supplier on retainer with a is an industry leader in voluntary insurance products that pay cash directly to policyholders and one of America's best known brands. Our client is seeking an experienced and savvy Regional Investment Risk Manager. This position will be based in Columbus, GA. Our client is offering full relocation. If you are interested please forward a brief cover-letter and your updated resume and we will respond back within one (1) business day. US Citizens or Green Card holders only apply.

Contact Information
eConsultAmerica
resumes@eConsultAmerica.com - Email
eConsultAmerica – Yahoo Instant Messenger
eConsultAmerica@skype.com – Skype Instant Messenger
http://www.eConsultAmerica.com - Website



Position Details

•Conducts risk measurement of regional portfolio including credit, interest rate, currency, and other market risks associated with the investment portfolio using both internally developed and externally sourced risk measurement systems including absolute exposure, derivative counterparty exposure, economic or regulatory capital, correlation, and value-at-risk (VaR)
•Conducts scenario, impact, and hedge analyses; conducts stress tests on global investment portfolio under simulated market conditions, and performs sensitivity and scenario testing on various risk characteristics of all portfolios to determine necessary or recommended actions to optimize the risk profile of such portfolios; measures the impact to portfolio risk profiles of the addition to or removal of certain assets or asset classes; determines and analyzes appropriate derivative instruments for hedging certain risk characteristics, including measuring and monitoring the effectiveness of potential and executed hedges
•Develops global investment ceilings and tolerances for various risk characteristics and monitors compliance of investment portfolios to such limits
•Researches, develops, constructs, validates, and maintains models (both internally developed and externally sourced)
•Researches, monitors, evaluates, and implements best practices and developments in risk management as related to investments, insurance companies, and multinational financial institutions; conducts back-testing, risk self-assessments, and reconciliations to analyze projected results versus realized results and actual events.


BEST INDUSTRY – Financial Services
BEST DEPARTMENT – Risk



Qualifications
Master’s degree in finance, mathematics, financial engineering, physics, or other quantitatively oriented field and 7 or more years of professional job-related work experience or an equivalent combination of education and experience
GARP Financial Risk Manager, PRMIA Professional Risk Manager, or Chartered Financial Analyst (CFA) or willingness to work toward designation (preferred)
5 years of combined experience in quantitative analysis, investment risk management, financial engineering, actuarial analysis, and/or economic analysis
Experience implementing and managing risk analytics systems such as RiskMetrics (RiskManager, CreditManager), Algorithmics, CMS BondEdge, QRM, Moody’s KmV, etc. is required.
Experience or familiarity with investment accounting or financial software packages such as CAMRA, PAM, SAP, etc.
Strong knowledge and demonstrated experience creating and applying complex quantitative models, using applicable valuation methodologies, risk analytics systems, and quantitative-based analyses and metrics
Superior quantitative and qualitative analysis skills
Good oral and written communication skills



Compensation
Negotiable