Market Risk Manager

Selby Jennings
Manhattan, USA
Feb 07, 2023
Feb 15, 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
I am working with a fast-growing insurance, reinsurance and investment management firm with offices in Manhattan and CT. They have a strong book of business as they manage $140 billion in assets under management and they're growing significantly right now after a recent investment from a top global investment firm.

Now they're looking to expand their Risk Division as the firm grows, they are looking to hire a Market Risk Manager. Considering the growth of the three main business lines, they want to build out a strong layer of leadership in Risk as they take the business forward.

Market Risk Manager:
  • Managing the company's hedging program and other risk mitigation activities
  • Risk monitoring; and supporting internal and external risk reporting
  • Assist in monitoring and managing existing hedge positions and open risk on legacy and reinsured blocks of business
  • Assist in reviewing potential blocks of business for acquisition and evaluating potential hedge strategies
  • Collaborate with the Hedge Trading Desk to explore risk return profiles and trading analytics
  • Partner with the Investment Management, ALM, Treasury, Finance and Actuarial teams to assess impact of various ALM and hedge strategies

  • Understanding of variable and fixed annuity risk and profit profile as well as the modeling for these risks
  • Strong Mathematical and analytical skills coupled with knowledge on fixed income asset classes, pricing models, complex derivatives, and numerical derivatives pricing techniques
  • Excellent communication skills to meet critical objectives
  • Ability to multi-task and be collaborative in a team environment
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