Asset Risk Modeling Director

Risk- Modeling- Fixed Income- Risk Analytics- R- Asset Management- Matlab- R- ALM- Quantitative- New York City Currently recruiting a Director of Asset Risk Molding who will be responsible for the development and implementation of methods and strategies for Fixed Income models in the Asset Management division of a global insurance provider. This is an amazing opportunity to make a significant impact on the on a global business practice in the enterprise risk management space. You will be working with Asset Analytics teams to develop and implement a portfolio risk modeling infrastructure for Fixed Income securities, provide due-diligence review of asset risk results during the development phase, participate in model validation, lead junior members in methodology development and implementation along with interacting with stake holders to ensure consistency of risk quantification measures for an enterprise wide risk management system. This Individual will be an expert on portfolio risk modeling, factor construction, and enjoys hands-on experience of model implementations. Qualifications: * PhD in a quantitative field. * 5-10 years working experience in capital markets in the area of asset pricing, portfolio risk management, asset liability management. * Hands-on experiences in Algorithmic platform and/or Polypath an important plus. Familiarity with database queries a plus. * Good communicator, energetic, team player and capable of motivating and building consensus. * Expert understanding of factor models and risk attributions. * Exposure to capital models, regulatory capitals and stress testing desirable. * Front office experience a plus but not necessary. * Familiarity with insurance industry desirable. * Proficiency in Excel, Matlab or R, and Power point. Skills in other programming language a plus. * Experience with standard capital market platforms (e.g, Bloomberg) a plus. Risk- Modeling- Fixed Income- Risk Analytics- R- Asset Management- Matlab- R- ALM- Quantitative- New York City

To find out more about Huxley Associates please visit www.huxley.com [1]

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[1] http://www.huxley.com