Vice President, Chief Risk Officer-Investments #GNA-JJCA

Reed Exhibitions   Bridgeport, CT   Full-time     Finance
Posted on June 30, 2024

Vice President, Chief Risk Officer-Investments at Genworth North America Corporation (Stamford, CT) Full Time. Responsible for the organization's investment risk management function.

Reqts: Bachelor's degree, or foreign equivalent, in Economics, Finance, or related, & 5 years of progressively responsible experience in job office or as an Investment Risk & Derivatives Oversight officer, Investment Risk Director, Chief Risk Officer or related. Full term of experience must include each of the following: Risk or investment management; Fixed income instruments, including derivatives; Project management including overseeing complex investment risk assesment projects, develop stratgies to mitigte potential risks for the portfolios, & ensuring effectve implementation of risk management protocols; Experience in the Insurance Industry, incldng estimation of C1 capital within the RBC framework; Develop sophistictd investment risk models & tools to evaluate exposure; Condct quantitative analysis, statistical modeln, & data interpretation; Credit Risk modeln experience, using Loss Given Default, factor models, & Expected & Unexpected model estimation techniques; Market Risk Indicators (E.g. Value at Risk, Expected Shortfall, Potential Future Exposure) & relative risk models (E.g. Risk Atribution Analysis, & Tracking Error); Use credit migration models & techniques for required capital estimation; Create economic scenarios & estimte the investment risk implications of those scenarios; Apply macroecon models & econometric techniques & perform Montecarlo simulations to model the credit migration of the portfolio holdings (using Markovian process estimations models, Matrix Algebra, & credit risk models); & Use statistical programming language such as R. Hybrid work schedule.

Reed Exhibitions

Bridgeport , CT