Investment Risk Analyst

PartnerRe Ltd.; Stamford (CT); Hybrid; USD 67,000 - 81,000; Full time

Benefits offered by this job

Medical, dental, vision coverage

Health spending account

Defined contribution pension

Life insurance

Short- and long-term disability

Job summary

PartnerRe is a leading global reinsurer offering a hybrid work model with in-office collaboration three days per week. The role focuses on timely delivery of risk analytics for investment risk, capital modeling, and liquidity stress testing in Stamford, CT or Toronto, Canada.

Requires a Master’s in finance/actuarial/math and 2–5 years in investment risk analytics, with strong Bloomberg and R coding skills; knowledge of Solvency II is a plus, with a commitment to delivering accurate risk insights.

Qualifications

• Master's degree in finance, actuarial, mathematics or statistics.
• 2–5 years of investment risk analytics experience.
• Strong knowledge of asset classes and their risk profiles.
• Experience with Bloomberg and coding in R.

Responsibilities

• Develop, monitor, and report investment risk metrics around the portfolio.
• Lead analytics and reporting for credit risk and counterparty default risk.
• Prepare internal and external reports on invested assets including risk metrics by asset class.
• Lead asset risk and capital modeling processes (stochastic and formula-based).
• Conduct liquidity stress tests and inform asset allocation within regulatory constraints.
• Support governance around investment activities and risk tolerance guidelines.
• Prepare 5-year asset allocation and income projections for ORSA models.

Skills

Bloomberg

R coding

Stress testing

Stochastic modeling

Asset risk analysis

Education

Master's degree in finance/actuarial/math

Tools

R

Job description

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Location: Stamford, CT, US Toronto, ON, CA

Company: PartnerRE Ltd. (Test)

Company Description

PartnerRe is a leading, privately owned, multi-line global reinsurer with a reputation of financial stability and strength, and a commitment to rebuilding businesses and communities after risk events around the world.

Our mission is to continue to be a financially stable and predictable business partner, supporting our clients with solutions tailored to their needs, delivering superior returns to our owner, providing rewarding opportunities for our people and making a positive contribution to society. To achieve this, we live by our values of Integrity, Performance, Collaboration, Straightforward Communication and Respect and Care.

Core to The PartnerRe Experience is our global nature. No matter where you sit in the company, you are part of something bigger. Our teams represent our truly international mindset, forging connections across office locations and all levels of the organization and building a network of mutual success. The result is a day-to-day experience that will allow you to:

We are always looking for bright, proactive individuals to join our team!

PartnerRe is an equal opportunities employer.

PartnerRe is committed to an inclusive, accessible recruitment experience. Reasonable accommodations for candidates with disabilities are available upon request throughout the hiring process.

Compensation and Benefits

The expected base salary range for this position, when hired into our Toronto location, is CAD $92,610 – $113,190per year. For positions based in other jurisdictions, compensation will be determined in alignment with local regulations, market benchmarks, and internal compensation frameworks.The above range reflects the typical base salary range for candidates hired into this position. The actual salary will vary depending on a number of factors, including job location, experience, qualifications, education/training, skills, market conditions, and alignment with the role’s requirements.

In addition to base salary, eligible employees may participate in our annual incentive program, payment under which is at the discretion of PartnerRe and subject to individual and company performance. Eligible employees also have the opportunity to participate in an array of benefits, including medical, dental and vision coverage, a health spending account, a defined contribution pension plan, life insurance, short- and long-term disability coverage, etc.

Working Arrangement

PartnerRe operates with a hybrid work approach that balances in‑office collaboration with the flexibility of remote work. Our employees are required to be in the office 3 days a week. Our goal is to create an environment where employees can connect, innovate, and perform at their best.

This position is for an existing vacancy within our organization.

Position Overview

Responsible for the timely delivery of various Risk Management services, primarily related to Investment Risk and Analytics. The role is preferably based in Stamford, CT or Toronto, Canada

Reporting Relationships

Reports to: Head Market Risk Management

Primary Responsibilities

• Develop, monitor, and report on investment risk metrics around the investment portfolio.
• Lead analytics and reporting for credit risk and counterparty default risk
• Responsible for internal and external reporting on invested assets including capital & risk metrics by asset class and risk type, such as scorecards, scenarios, and sensitivities evolution.
• Lead quarterly asset risk and capital modeling processes (both stochastic and formula-based).
• Conduct quarterly and annual liquidity stress tests and leverage the analysis to optimize asset allocation subject to local regulatory constraints.
• Conduct peer reviews of private invested asset valuations, including performing comparable and cash flow analysis as well as sensitivity testing.
• Support the calibration of deterministic economic and financial market stress for internal and external consumption (covering both assets and correlated lines of reinsurance).
• Assist the Head of Market Risk Management in strengthening governance around investment activities by maintaining and refining Group, legal entity and portfolio level (risk tolerance) guidelines as well as the broader Enterprise Risk Management framework.
• Prepare 5-year asset allocation and income projections based on the investment plan for ORSA model.
• Support analysis and reporting on yield, duration and convexity of fixed income securities and betas of equity holdings.

Success Measures

• Accuracy and timely delivery of risk analytics and reporting

Skills & Experience

• Master’s degree in finance, actuarial, mathematics, statistics, or related discipline.
• At least 2 to 5 years of experience in investment risk and/or actuarial analytics and reporting
• Strong knowledge of multiple asset classes (bonds, equities, funds, alternative investments) and their risk profiles
• Strong knowledge of asset scenario analysis, stress testing and stochastic modeling
• Basic understanding of reinsurance concepts and statutory requirements (e.g., Solvency II) a plus
• Strong working experience with Bloomberg and good coding skills (preferably in R)
• Great attention to details, strong work ethic and commitment to meeting deadlines.

Additional Information

LI-Hybrid:

PartnerRe provides a working environment in which diversity is valued, where all employees feel welcome, respected, and empowered to perform at their best. We invite you to learn more about D&I at PartnerRe.