$$$$, Inc., the leading U.S.-based international insurance organization, is seeking a Mid-level Credit Risk Analyst within the Enterprise Risk
Management function.
Responsibilities include all aspects of portfolio credit risk and market risk analysis:
* Overseeing the production of KMV based credit reports.
* Calculate credit sensitivity risks and tail risks for diverse asset classes developing models when necessary.
* Validation of vendor-platform-based portfolio valuation methodologies.
* Participate in methodology development for market risk and credit risk under Solvency II.
* Participate in strategic discussions for ERM purposes.
* Participate in the development in hedging strategies.
Qualifications include:
* MS or PhD (preferred) in a quantitative field;
* 3-5 years working experiences in capital markets as risk analyst, strategist, or asset allocation specialist.
* Solid understanding of corporate credit a must.
* Good understanding of risk attributions.
* Some familiarity with structured products.
* Front office experience a plus but not necessary.
* Strong communication skills and must be a motivated team player;
* Familiarity with insurance industry desirable;
* Proficiency in Excel and Power point. Skills in other
programming language a plus.
Experiences in Matlab or other quantitative programming platform a plus.
Experiences with common capital market platforms such as POINT or risk metrics a plus.
Contact: Joe Piacente
The Hagan-Ricci Group
Phone (914) 273-6222
www.hrg.net消息来源：全美华人金融协会（TCFA）
