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Director, Asset Analytics
Finance & Investment Industry Company
New York, NY, United States
Job Details - this job has expired, please see similar jobs below
COMPANY OVERVIEW:
Since 1918, it has been Company’s mission to serve, our ability to perform and the values we embrace that make us a different kind of financial services organization. We’re dedicated to serving the financial needs of those in the academic, medical, cultural, governmental and research fields, and committed to helping make lifetime financial well-being possible for them.
By building a culture that allows all employees to contribute their unique talents and skills, we’re able to provide our customers with fresh ideas and distinct perspectives to help them achieve their goals. We believe a diverse and inclusive workforce is one of our greatest strengths and a key measure of our success*.
For more information about Company, visit our website.
Position Summary:
Oversee the analytical portrayal of Company’s invested assets in its asset liability framework to support all applications such as asset allocation, Fed stress-testing, cash flow testing and economic capital purposes.
Key Duties & Responsibilities:
• Manage the procurement, implementation and testing of external and internal asset modeling components
• Ensure that projections of asset performance are accurate and scenario-consistent
• Assume ownership for all assumptions and settings related to asset projections
• Perform and publish regular default loss and prepayment studies of Company assets
• Gain thorough understanding of Conning economic scenario generator GEMS, manage the Conning relationship and coordinate the Company-wide use of GEMS
Impact:
Nature of Impact
This job will create understanding related to the prospective performance of Company’s assets, helping management formulate better decisions with respect to asset allocation, risk appetite and capital sufficiency and potentially to improve general account yields.
Area of Impact
Beneficial impact to financial performance and risk management across Company.
Problem Solving:
Highly complex with strong analytical, problem-solving, communication and technical skills
Functional Knowledge:
Advanced knowledge of markets, models and risk determinations relevant to actual and prospective asset holdings of Company
Business or Industry Expertise:
Advanced knowledge and understanding of Company’s business and industry position
Interactions / Interpersonal Skills:
High degree of interaction with all levels within Finance, Actuarial, Risk Management and Asset Management necessitating considerable interpersonal, communication and persuasion skills
QUALIFICATIONS:
Required:
• Education: BA / BS Degree in Finance or Investments preferred
• 5-10 years' experience with Asset Liability Management (ALM)/or investment management
Skills and Abilities:
• Strong experience with and understanding of actual and prospective asset classes of Company, including real assets and private asset classes
• Strong analytic, communication and influencing skills
• Strong experience with and understanding of models of asset performance, including both vendor and home-brew software
• Ability to work independently and to collaborate with others
• Proficiency in Excel, VBA, MatLab
Desired:
Masters or MBA
CFA a plus
10+ years' experience with ALM and/or investment management
Equal Employment Opportunity is not just the law, it’s our commitment. Read more about the Equal Employment Opportunity Law.
If you need assistance applying due to being visually or hearing impaired, please email Careers Help.
We are an Equal Opportunity/Affirmative Action Employer. We will consider all qualified applicants for employment regardless of age, race, color, national origin, sex, religion, veteran status, disability, sexual orientation, gender identity, or any other legally protected status.
*©2016 Teachers Insurance and Annuity Association of America (Company), 730 Third Avenue, New York, NY 10017 C23921