Senior Associate, Market Risk

We help protect our customers against life’s uncertainties. Regardless of where you work within the company, you’ll be helping provide protection and peace of mind when our customers need it most.
The candidate will report directly to the VP, Market Risk. The candidate will provide thought leadership for all aspects of market risk, particularly capital markets and macroeconomics, and will own processes necessary to measure and predict that risk.

Responsibilities

Thought and Action Leader:
  •   Team expert for capital markets and macroeconomics and will provide related, sophisticated
  •   analysis to the ERM team and senior management
  •   Team lead for market risk assessment for invested assets and will lead efforts to formulate and
  •   manage associated risk limits (Effective Duration and Convexity, KRDs, etc)
  •   Team lead for capital markets hedging, monitoring, and reporting
  •   Provides expertise for market risk analysis for strategic 3rd party partners and large case
  •   underwriting for our Executive Benefits team
  •   Team subject matter expert for OTTI and CECL
Strategic Risk Appetite:
  •   Responsible for all reporting germane to Market Risk; internal, Board, parent company as needed
  •   Will assist Market and Investment Risk VPs with periodic review/update of risk limits and
  •   Investment Guidelines
  •   Provide timely information/what-ifs on risk limits to inform M&A activity and capital preservation
Capital:
  •   Will lead Market Risk’s role in ERM capital modeling and analysis
  •   Provide support to VP Market/Investment Risk for portfolio positioning and strategy that helps
  •   lead to optimal capital deployment
Management:
  •   Will manage the daily work effort, mentorship, and career development for 1 professional FTE
  •   Will leverage technology wherever possible to automate or streamline Market Risk reporting and
  •   functions

Responsibilities

  • Ideal candidate will have an advanced degree or certification in related discipline (Finance, Econ, Mathematics)
  • Must have a passion for accuracy
  • At least 5 years industry/related field experience
  • Familiarity with Statutory and U.S. GAAP accounting regimes/differences, and insurance stat capital
  • Strong technical skills (Excel, Access or similar db, Bloomberg, BlackRock Aladdin, internal systems)
  • Understanding of/experience with derivatives and capital markets hedging a plus
  • Excellent verbal and written communication skills
  • Intellectual curiosity to dig deep and ability to deliver and explain results
  • CFA charter, ASA, or similar, or progress towards a plus
  • Experience working in a collaborative environment
Protective’s targeted salary range for this position is $90,000 to $125,000. Actual salaries may vary depending on factors, including but not limited to, job location, skills, and experience. The range listed is just one component of Protective’s total compensation package for employees.
This position also offers additional incentive opportunities [through an annual incentive based on individual and Company performance] OR [through cash compensation as part of a sales incentive plan (SIP).


This job offer was originally published on Jobicy

Published on: Jobicy

N/A

Accounting

Full-time

November 24, 2022

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