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Position: Corporate Vice President - Financial Risk Management
Institution: New York Life Insurance Company
Location: New York City, New York, United States
Duties: Assist in strategic risk assessments and analysis for senior management to aid in decision support; Develop, implement and utilize interest, equity and credit risk quantitative methods and models; Compile interest, equity and credit risk measures and sensitivities for dedicated business review and financial risk dashboard; Support/develop quantitative interest, equity and credit risk requirements for various submissions including rating agencies, risk committees, and the Board; Support/develop Proxy Modeling, Least Square Monte Carlo Simulation, Cluster Modeling and other efficiency optimization techniques; Application of Stochastic Mortality using leading-edge third-party risk models; Economic risk calibration using the Moody’s Analytics Real World and Market Consistent Economic Scenario Generator; Work collaboratively with Business Unit Financial Planning & Anlysis, Product Development, Pricing Teams and Investment Teams
Requirements: MS or undergraduate degree in a quantitative discipline such as math, econometrics, statistics etc; 7+ years of risk management experience with specific background in interest, equity or credit risk analytics or equivalent investment asset experience; Working and programming knowledge of software such as MatLab, Python or R; Exposure to SQL Database programming and design; Team-oriented with a strong sense of ownership and accountability; Strong communication, partnering skills, interpersonal and relationship management skills; Ability to organize complex processes, handle multiple tasks, and deal with shifting priorities, all within demanding time schedules; Ability to “think outside of the box”; Prior experience with risk-anchored modeling solutions is a strong plus
   
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Date: Jun 23, 2020 Location: New York, NY, US Company: New York Life Insurance Co A career at New York Life offers many opportunities. To be part of a growing and successful business. To reach your full potential, whatever your specialty. Above all, to make a difference in the world by helping people achieve financial security. It’s a career journey you can be proud of, and you’ll find plenty of support along the way. Our development programs range from skill-building to management training, and we value our diverse and inclusive workplace where all voices can be heard. Recognized as one of Fortune’s World’s Most Admired Companies, New York Life is committed to improving local communities through a culture of employee giving and service, supported by our Foundation. It all adds up to a rewarding career at a company where doing right by our customers is part of who we are, as a mutual company without outside shareholders. We invite you to bring your talents to New York Life, so we can continue to help families and businesses “Be Good At Life.” To learn more, please visit LinkedIn, our Newsroom and the Careers page of www.NewYorkLife.com. CVP (PF5) - Financial Risk Management Financial Risk Management (FRM) is responsible for oversight and reporting of financial risk at New York Life on an enterprise level. The Financial Risk & Analytics team within FRM performs extensive enterprise level risk modeling, analyses, and reporting across interest rate, equity, credit, and insurance risks. This role will require technical expertise around assets and liabilities and will provide an opportunity to participate in enhancements to our statutory and economic risk capital frameworks. Key Responsibilities: Assist in strategic risk assessments and analysis for senior management to aid in decision support Develop, implement and utilize interest, equity and credit risk quantitative methods and models Compile interest, equity and credit risk measures and sensitivities for dedicated business review and financial risk dashboard Support/develop quantitative interest, equity and credit risk requirements for various submissions including rating agencies, risk committees, and the Board Support/develop Proxy Modeling, Least Square Monte Carlo Simulation, Cluster Modeling and other efficiency optimization techniques Application of Stochastic Mortality using leading-edge third-party risk models Economic risk calibration using the Moody’s Analytics Real World and Market Consistent Economic Scenario Generator Work collaboratively with Business Unit Financial Planning & Anlysis, Product Development, Pricing Teams and Investment Teams Qualifications MS or undergraduate degree in a quantitative discipline such as math, econometrics, statistics etc. 7+ years of risk management experience with specific background in interest, equity or credit risk analytics or equivalent investment asset experience Working and programming knowledge of software such as MatLab, Python or R Exposure to SQL Database programming and design Team-oriented with a strong sense of ownership and accountability Strong communication, partnering skills, interpersonal and relationship management skills Ability to organize complex processes, handle multiple tasks, and deal with shifting priorities, all within demanding time schedules Ability to “think outside of the box” Prior experience with risk-anchored modeling solutions is a strong plus Location Home Office EOE M/F/D/V If you have difficulty using or interacting with any portions of this Web site due to incompatibility with an Assistive Technology, if you need the information in an alternative format, or if you have suggestions on how we can make this site more accessible, please contact us at: (212) 576-5811. 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