Sr. Analyst, Investment Risk Management & Quantitative Analyst


Position Overview

Lead/participate in risk modeling/analysis on portfolio strategies, monitor portfolio risks and initiate risk discussions with investment colleagues. Lead/participate in development and enhancement of asset valuation and investment risk/performance reports including investment performance scorecard metrics as well as total return related metrics including benchmark review and implementation covering public and private assets. Lead and coordinate process streamlining and automation for the Middle Office teams.


Responsibilities
  • Lead and participate in designing and conducting of stress tests using BlackRock's Aladdin in conjunction with other platforms for RGA's invested assets to support internal risk management and regulatory reporting needs.
  • Monitor risk trends for RGA's invested assets in conjunction with macroeconomic and market environments, initiate discussions with investment colleagues on risk related issues and communicate any significant issues to the head of investment risk and the Investment Department Investment Committee as appropriate.
  • Lead and participate in enhancement of existing risk/performance reports and development of new ones and timely report production.
  • Lead, participate in, and support Investment Operations priority projects as assigned.
  • Lead and coordinate process streamlining and automation for the Middle Office teams.
  • Develop models or tools for measuring relative value, risks, capital usage, and risk-adjusted return as needed.
  • Develop deep knowledge and expertise in BlackRock's Aladdin platform and RGA's investment data infrastructures and leverage such knowledge and expertise to enhance the efficiency and accuracy of investment data query and processing.
  • Maintains regular and predictable attendance.
  • Perform other duties as assigned.

Requirements

EDUCATION AND EXPERIENCE

REQUIRED:

  •    Bachelor's degree in Business Administration, Accounting, Finance, Computer Science, or a related field
  •    3-7 years of relevant experience in portfolio/risk management and/or quantitative analysis of fixed income assets

    Preferred:

  •    CFA, FSA, FRM, or CPA designation or progress in attaining
  •    Technology savvy, programming and process improvement/automation skills

    SKILLS AND ABILITIES

    REQUIRED:

  •    Advanced knowledge of risk management concepts, techniques, models and tools including stress testing and scenario analysis
  •    Advanced knowledge of fixed income asset/derivative products, analytics, and models
  •    Advanced knowledge and skills with some of the programming languages including Excel VBA, Access, SQL/Query, or Python
  •    Strong experience in programming/automation and process improvement for investment management applications
  •    Strong experience with BlackRock Aladdin, Bloomberg, Excel, Access Database, Alteryx
  •    Strong ability to communicate, negotiate, and lead across teams
  •    Strong ability to think outside the box, innovate, execute, and implement
  •    Strong ability to manage and lead multiple projects simultaneously
  •    Self-starter and quick learner
  •    Deep knowledge of macroeconomics and capital markets


    Company Overview

    Reinsurance Group of America, Incorporated (NYSE: RGA) is one of the largest global providers of life reinsurance, with offices around the world. RGA delivers expert solutions in individual life reinsurance, individual living benefits reinsurance, group reinsurance, financial solutions, facultative underwriting, and product development. Our mission is to enhance our clients' prosperity by supporting their financial and risk management capabilities.

    RGA offer an array of benefits including flexible plans for medical, dental and vision coverage; 401(K) plan with generous employer match, Life and Accidental Death and Dismemberment Insurance; Short-term and Long-term disability coverage, Employee Assistance Program, Paid Time Off; and other benefits designed to provide the flexibility to choose a plan that meets your needs. Pay is based on a number of factors including market, a candidates' skills, and experience commensurate with a role, etc.  Colorado residents' salary range: $78,040 - $117,810 plus bonus.

  • Posted
    10/02/2021
    Salary Range
    $61,000.00 - 112,000.00
    per Year
    Salary range estimated by
    Location
    Chesterfield, MO 63005, US
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