Investment Risk Analytics Lead (Senior/Associate)

Ares Management Corporation; New York (NY); On-site; USD 130,000 - 175,000; Full time

Benefits offered by this job

401(k) program with company match

Healthcare (Medical/Dental/Vision)

Life Insurance

Disability Insurance

EAP

Commuter Benefits

Job summary

Ares Management Corporation is seeking an experienced professional to support the Insurance Solutions analytics platform, focusing on asset stress testing, cash flow projections, and regulatory reporting. You will work with portfolio managers and risk teams to ensure accurate analytics across multiple jurisdictions.

The role requires strong Python and SQL skills, experience in risk modelling, and familiarity with financial mathematics.

Qualifications

• Undergraduate and/or advanced degrees in finance, mathematics, engineering and/or computer science preferred
• 3+ years of risk modelling and development experience within a financial services firm
• 3+ years of practical development experience in Python, preferably in a production environment, is essential
• Professional designations such as CFA, FRM, etc., would be viewed favorably, but not essential
• Basic understanding of modern financial mathematics (e.g. bond mathematics, Monte Carlo simulation in real and risk neutral environment, interest-rate modelling) are essential
• An understanding of bond mathematic concepts such as duration, convexity, option-adjusted spread, z-spread, spread duration, key-rate duration, interest curve building, bootstrapping, etc. are required
• SQL, Python required; experience using Postgres, Databricks, VS Code IDE, and shell scripting languages (e.g. bash) preferable
• Practical experience using GIT is required
• An understanding of basic accounting, regulatory, risk management and strategic frameworks under which insurers operate, would be viewed favorably
• Excellent problem-solving abilities, intellectual curiosity, and experience in understanding and solving complex issues
• High level of integrity enabling the candidate to become a trusted partner to clients and peers

Responsibilities

• Provide asset stress testing and cash flow projection analytics on proprietary Ares insurance analytics platform for all insurance regulatory, actuarial valuation, and ALM needs
• Support investment analytics and data needs for regulatory filings in various jurisdictions
• Test new asset models’ projected cashflows, valuations, and risk metrics, under different deterministic and stochastic scenarios
• Executing processing of big data outputs to create informative reporting for senior leadership
• Test insurance-based metrics and analytics generation based on business guidance
• Continue support and maintenance of the analytics platform / reoccurring regulatory deliverable processes
• Compile documentation for asset models and be able to confidently explain to other business leaders and stakeholders within the insurance company
• Partner with portfolio management and other team members to support AIS analytic needs as required
• Build strong relationships with portfolio managers and members of other operational and quant teams across Ares and outside managers as needed to act as a key point of contact to prioritize and answer questions relating to investment data/analytics

Skills

Python

SQL

Git

PostgreSQL

Databricks

VS Code

Shell scripting

Education

Finance/Math/Engineering/CS degree

Tools

Postgres

Databricks

VS Code

Job description

Ares Management Corporation is seeking an experienced professional to support the Insurance Solutions analytics platform, focusing on asset stress testing, cash flow projections, and regulatory reporting. You will work with portfolio managers and risk teams to ensure accurate analytics across multiple jurisdictions.

The role requires strong Python and SQL skills, experience in risk modelling, and familiarity with financial mathematics.