Quantitative Risk and Performance Analyst | Leading Insurer

Key Responsibilities:

• Execute comprehensive performance evaluations to identify the primary factors influencing returns.
• Create and refine attribution models that break down the impact of asset allocation, security selection, and timing on performance.
• Establish and enhance frameworks for measuring SAA and TAA to support both long-term strategic planning and short-term tactical decisions.
• Assess and track asset allocation strategies across different market environments, ensuring they align with investment goals and risk profiles.
• Conduct quantitative analyses to evaluate market, credit, liquidity, and other risks affecting the portfolio.
• Build predictive risk models to estimate future exposures and carry out historical evaluations to understand past risk impacts.
• Work in tandem with risk management teams to weave risk considerations into portfolio construction and rebalancing efforts.

Qualifications:

• Minimum of 6 years of relevant experience in the insurance industry, specifically with general account assets.
• Proven expertise in performance analysis and attribution methodologies.
• Strong background in Strategic and Tactical Asset Allocation (SAA & TAA) frameworks.
• Solid understanding of risk management principles and quantitative analysis techniques.
• Excellent analytical, problem-solving, and communication skills.