Quantitative Investment Risk Analyst (Investment Management)
Job no: 496298
Work type: Full Time Regular
Categories: Finance/Accounting, Investment Management
|At the direction of management, analyze and evaluate the effects of key risk factors and general market forces on the values of the Company's portfolios. Develops expertise in quantitative risk analysis and provides such input to interested parties throughout the organization as to contribute to the financial strength of the Company. Assists in the process of disseminated "official" fair values to various parts of the organization. Helps ensure proper valuation of investment portfolios in order to maintain credibility with internal / external auditors, rating agencies and regulators. Supports the measurement and reporting of the Company's Economic Capital and asset / liability management processes.
Essential Job Functions:
- Learns and becomes familiar with the risk factors and related market prices / benchmarks that determine market values for fixed income securities. Develops financial and technical expertise to calculate fair values for all of the Company's fixed income securities and mortgages, with oversight and direction from Investment Management officers. Understands structured security deal structures, monthly payment distributions and performance triggers. Perform stress testing on certain issues owned. Quickly identifies the most important structured credit risks associated with a particular investment.
- Provides information to the Asset Valuation and Distressed Assets committees. Records the implementation and documentation of the committee's decisions regarding fair values.
- Reports and provides input on the impact of various market forces on fair values, cash flows, investment income and other financial measures, both as an explanation of past events and as an analysis of risks to Company's fixed income portfolios under different economic scenarios. Analyze fixed income portfolio exposure to tail credit default risk and assign capital requirements. Conducts investment performance experience studies.
- Develops solid understanding of the Company's asset classes as well as its insurance liability product offerings, and serves as a liaison between investment and actuarial professionals. Incorporates liability cash flow information to analyze asset / liability management (ALM) risks, and other market risks related to enterprise value. Supports regulatory risk-based and economic required capital modeling.
- Prepares data and information to use in discussions with various parties, both inside and outside the Company. Internal parties include actuaries, portfolio managers, securities analysts, internal auditors, accountants and information services professionals. Outside parties include external auditors, regulators, rating agencies, and technical staff of software developers.
- Develops and implements computerized solutions to various risk management, valuation, and reporting requirements. This includes the use of Microsoft Office (including Visual Basic for Applications), complex databases and specialized products such as Bondedge Intex, and QRM. Utilize relational databases to retrieve and perform computations on large data sets. Provides requested information to users both inside and outside of Investment Management in a form appropriate to their needs.
- This position requires sitting over 66% of the time.
- This position requires Visual Acuity at 20 inches (or less) over 66% of the time.
This job posting is reflective of the Quantitative Investment Risk Analyst essential functions, qualifications, and physical requirements. The Sr. Quantitative levels have variable essential functions, qualifications and physical requirements. Competency and skill set will determine level of placement within the posted job family.
- A bachelor's degree, preferably in mathematics, actuarial science, finance or another field with similarly rigorous mathematical requirements.
- A basic understanding of mathematical underpinnings of security pricing, including interest theory, bond pricing, duration and convexity analysis, option pricing, economics and capital markets.
- The ability to work with highly sophisticated computer modeling software and to use Microsoft Office products to analyze, manipulate, and form recommendations based on large data sets.
- Strong organizational skills with attention to detail.
- Ability to effectively manage multiple tasks simultaneously and meet strict deadlines.
- Strong communication (written and verbal) and interpersonal skills, ability to work as part of a team in a fast paced environment.
- Ability to travel up to 5%.
- Completion of Level 1 of the Chartered Financial Analyst program.
- Well-developed analytic and judgment skills based on experience of the quantitative aspects of portfolio management.
For inquiries about the position or application process, contact our HR Helpline at 1-800-365-1405.
If you are a qualified individual with a disability or a disabled veteran, you have the right to request an accommodation if you are unable or limited in your ability to use or access our career center as a result of your disability. To request an accommodation, contact a Human Resources Representative at 1-800-780-0304. We are available Monday through Friday 7 am to 4:30 pm CST.
Mutual of Omaha and its affiliates are an Equal Opportunity /Affirmative Action Employer, Minorities/Female/Disabled/Veteran
To All Recruitment Agencies: We do not accept unsolicited agency resumes and we are not responsible for any fees related to unsolicited resumes.
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