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Listed below are the top 10 out of 136 listings that are in the same industry and location as the job you were looking for. To see more than 10 listings, click here to search similar jobs in Stamford, CT


 
 

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To view more listings click here to search Accounting & Finance Jobs in Stamford, CT


For your reference, we have included the original job posting below.




Quantitative Credit Risk Analyst, Investments Risk


Job Number:25580450
Company Name:Genworth Financial
Job Location:Stamford, CT US
Job Category:Accounting & Finance
 

Quantitative Credit Risk Analyst, Investments Risk
Requisition : INV10857
Posting Date : Jun/14/10
Job Title : Quantitative Credit Risk Analyst, Investments Risk
Interest Category : Risk Management

Business Unit : Investments

Position Type : Full Time - Regular

Country : United States

State : Connecticut

City : Stamford

Description : The role will assist in the analysis and modeling of credit risk across the Investment Portfolio, and provide analytical support for various asset classes and insurance products. This position will report to the Chief Risk Officer, Investments Risk Management and will support Quantitative, Credit, and Portfolio Risk Analysts in the development of quantitative models to help manage and monitor investment strategies while providing support to Asset Management, Portfolio Management and other teams throughout the Investments organization.

RESPONSIBILITIES
. Ongoing evaluation of credit risk models and measurement systems for integration into fixed income investment strategies and capabilities
. Partner with Asset Management and Risk Management counterparts in the application of Credit VaR and concentration analysis
. Assisting with Credit VaR modeling and analysis
. Assist in the monitoring of portfolio concentrations and exposures to various sectors, securities, duration levels and changes in yield curve.
. Perform scenario analyses including stress testing, sensitivity and worst case to assess portfolio exposure to credit/market factors.
. Assist in the risk adoption of cutting edge analytical techniques/systems

BASIC QUALIFICATIONS
. Masters Degree in a quantitative discipline
. 5+ years of credit risk experience, working with fixed income models in an investment, trading or asset management risk function
. Deep understanding of credit risk models
. Demonstrated credit evaluation capability in an investment management setting
. Strong knowledge of investment products, strategies and markets
. Exemplary quantitative capabilities and demonstrated analytical skills
. Strong academic credentials; MBA or CFA required; FRM or PRM designations desired

PREFERRED QUALIFICATIONS
. Insurance or buy-side experience
. Ph.D
. Demonstrated expertise in fixed income instruments, including derivatives


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