Analyst, Risk Analytics & Reporting - Relocate to Richmond, VA

Employer
Genworth
Location
Baltimore, MD
Posted
Jun 14, 2018
Closes
Jun 18, 2018
Hours
Full Time
POSITION SUMMARY Genworth Enterprise Risk is currently seeking an Analyst to assist in the coverage the USLI segment, which includes the Life, Long Term Care, Annuity and Other Runoff businesses. The Analyst will provide modeling support to the Risk team to ensure the strategic vision of the organization is executed with consideration for the risks involved, and proactively manage liability and asset risk for the organization. The Analyst will be responsible for the day-to-day operation of corporate risk models which drive many major decisions affecting the USLI businesses. Further, the Analyst will ensure that risk models incorporate company policies, risk tolerances and regulatory requirements for the various legal entities, contracts and agencies. RESPONSIBILITIES * Builds and maintains specified segments of Corporate Risk Analytics models * Provide analytic support to establish comprehensive risk frameworks, risk appetite statements, and set limits for Market Risks; * Provide analytical support to various external function groups and processes, such as ALM, Finance and Treasury, Actuarial, Investment, Derivative Front Office, Investment Risk, Multi-Year Planning, Economic Scenario Generators, etc. * Follows risk governance procedures, and ensures risk concerns are documented/ communicated * Performs stress tests and hedging analysis as directed * Conducts analysis to optimize the management of in force business (eg Long Term Care) * Works with counterparts in USLI Actuarial, USLI ALM, HQ ALM, LTC Inforce Management, and Economic Capital to ensure consistency in modeling and assumptions * Analyzes a wide variety of liability and asset risks * Provides analytical support for external groups including Treasury, Asset Liability Management, Finance, Actuarial, and Investments * Supports the development of an independent view of risk management issues/concerns to ensure they are appropriately evaluated, investigated and resolved * Acts as subject matter expert for specific risks for internal and external reporting and surveys, as well as conducting industry research and analysis; REQUIRED QUALIFICATIONS * Bachelor's degree in a quantitative discipline such as Mathematics, Actuarial Science, Physics, Economics/Finance, or Computer Science/Engineering * Ability to work independently, and as part of a team * Experience with manipulating complex data structures with database query language (SQL), and programming with common language such as VBA, C++, etc. * Excellent oral and written communication skills including the ability to communicate technical data * 3 years of relevant work experience * Strong Communication skills PREFERRED QUALIFICATIONS * Ability to query databases with SQL Server * Asset and derivative modeling experience * Understanding of cash flow testing, asset liability management, and economic capital * Chartered Financial Analyst (CFA)

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