Associate Risk Analyst, Economic Capital
Core
Model and analyze Required and Available Economic Capital, focusing on market risks within the investment portfolio to assess capital adequacy.
Role type
Associate Risk Analyst (Economic Capital)
Builds
Economic Capital (EC) model, Economic Balance Sheet (EBS) analysis, Economic Scenario Generator (ESG) simulations
Domain
Insurance / Financial Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative modeling, financial risk analysis, data preparation, industry research, peer benchmarking, Microsoft Excel
Preferred skills
Coding languages, Mergers and Acquisitions analysis
Responsibilities
Produce and enhance the Economic Capital model, analyze available capital for the Economic Balance Sheet, evaluate EC and EBS results for senior management, assist in ESG simulations, streamline data and reporting processes, perform industry research and benchmarking, support risk appetite framework and sensitivity analyses
Seniority
Junior, hands-on IC