Investment Risk Credit Analyst
SUMMARY
MassMutual Investment Risk Management team is adding a credit risk analyst to help support investment risk management objectives and priorities. The ideal candidate will collaborate with colleagues in ERM and Investment management to analyze and report on a variety of investment and credit risks
About the Investment Risk Management Team
Mission: The Investment Risk management department is responsible for identification, measurement, analysis, communication of the company’s investment risks & strategies, recommending and overseeing hedge strategies to limits unwanted risk exposures and is located in Boston, MA
RESPONSIBILITIES
- Help model and calibrate Credit Risk Assets in MassMutual’s investment risk and economic capital framework and ensure they are efficient and robust
- Participate in the development and implementation of investment risk management tools/infrastructure
- Perform deep-dive analyses across all enterprise-wide risks and their sources
- monitor key risk indicators and trends to support credit risk assessment and monitoring
- Monitor counter party and credit risk profile of the portfolio
- Help communicate the insights from investment analysis to management
- Prepare oral and written presentations to management
- Collaborate with risk leaders throughout the organization to incorporate advanced risk management into daily activities
QUALIFICATIONS
- 3+ years of relevant work experience in financial services risk management
- Experience in credit risk modeling and analysis of risk in different types of assets as used in the financial services industry
- Strong data management skills
- Strong communication and presentation skills
- Quick learner and ability to work in a team environment
- Advanced degree in Financial Engineering, Mathematics, Physics, Engineering or similar quantitative discipline
- Must be eligible to work in the United States without sponsorship now or in the future
PREFERRED QUALIFICATIONS
- Experience with Moodys Risk Frontier, Credit Edge, Kamakura Risk, Bloomberg desirable
- Experience with Python, Excel VBA desirable
- FRM or CFA or progress towards the certifications preferred
- Experience with investment risk preferred
- Familiarity with financial statements and an understanding of the insurance industry is desirable