Job Description

We are currently partnered with the insurance arm of a top alternatives firm looking to expand their risk management organization by bringing on an associate to join the team. The role will cover market risk across the Equities and Fixed Income/ Credit portfolios and work closely with the PMs on the business.

This role will focus on risk oversight, portfolio analytics, stress testing, and capital modeling across investment portfolios linked to insurance and reinsurance strategies. The ideal candidate will have 3-6 years of experience in investment risk, portfolio risk management, or asset allocation, preferably within insurance, reinsurance, or alternative asset management.

Investment Risk & Portfolio Oversight

• Monitor market, credit, and liquidity risks across investment portfolios within the reinsurance business.
• Assess risk exposures related to fixed income, private credit, structured products, and alternative investments backing insurance liabilities.
• Conduct stress testing and scenario analysis to evaluate portfolio resilience under adverse market conditions.
• Collaborate with investment teams to optimize portfolio construction, ensuring risk-adjusted returns align with the firm’s strategic objectives.

Risk Analytics & Capital Modeling

• Develop and enhance risk models to assess potential losses, downside risk, and tail risk scenarios.
• Support capital adequacy analysis, ensuring portfolios meet regulatory and internal risk thresholds.
• Utilize quantitative techniques to analyze asset-liability matching (ALM) and duration risk within reinsurance investment portfolios.
• Assist in the implementation of risk frameworks, limits, and stress testing methodologies.

Stakeholder Collaboration & Reporting

• Work closely with investment, actuarial, finance, and compliance teams to ensure a holistic approach to risk management.
• Prepare risk reports, dashboards, and presentations for senior management and investment committees.
• Support regulatory reporting and risk governance initiatives related to the firm’s reinsurance investments.
• Monitor key macroeconomic and market trends, identifying potential risks to the investment portfolio.

Qualifications & Experience

• 3-6 years of experience in investment risk, portfolio risk management, asset allocation, or risk analytics, preferably within reinsurance, insurance, or alternative asset management.
• Strong understanding of fixed income, credit, structured products, private investments, and their risk characteristics.
• Proficiency in Excel (advanced functions), Python, R, SQL, or other quantitative tools for risk analysis.
• Experience with risk management systems (e.g., MSCI RiskMetrics, Bloomberg PORT, Aladdin, or proprietary risk platforms) is preferred.
• Bachelor's degree in Finance, Economics, Mathematics, Actuarial Science, or related field; CFA, FRM, or Actuarial credentials (ASA/FSA) are a plus.

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