Portfolio Investment Risk Professional

KKR; New York (NY); On-site; USD 150,000 - 200,000; Full time

Benefits offered by this job

Discretionary bonus based on performance

Equal opportunity employer

Reasonable accommodations for applicants

Job summary

KKR is seeking an experienced Investment Risk professional in New York to join the Investment Risk team. The candidate will design portfolio risk monitoring frameworks and develop quantitative analytics to strengthen decision-making across the firm.

The ideal candidate will have over 6 years of experience in investment risk or asset management, proficient in Python and SQL, and capable of working with complex datasets. Strong communication skills and a collaborative mindset are essential for success in this hands-on role.

Qualifications

• 6+ years of relevant experience in investment risk or asset management.
• Strong knowledge of investments and risk drivers across fixed income and equity-like assets.
• Ability to work with large, multi-source datasets.

Responsibilities

• Design portfolio risk monitoring frameworks across various asset classes.
• Automate key risk reporting and controls using Python and SQL.
• Partner with various teams to connect asset-level analysis to enterprise risk decisions.

Skills

Investment risk analytics

Python programming

SQL skills

Statistical modeling

Data science

Education

Bachelor’s or Master’s degree in Mathematics, Statistics, Computer Science, Engineering, Finance, or Economics

Tools

AI-enabled tools

Dashboards

Job description

Role Overview

The Investment Risk team is a key functional area within Global Atlantic, bridging Investments and Risk Management. The team is responsible for independently measuring, monitoring, challenging, and communicating asset-side risk across the enterprise, with a focus on helping the firm make better decisions around asset allocation, sourcing, capital, liquidity, ALM, and downside risk. We are seeking an experienced Investment Risk professional with strong quantitative and technical skills. The ideal candidate will have experience in investment risk, asset management, insurance, or a related field, and will be comfortable using data, programming, and AI-enabled tools to build scalable analytics, automate reporting, and strengthen the team’s execution of the Investment Risk program. This is a hands‑on role for someone who can combine risk judgement with a builder mindset: translating portfolio questions into practical models, dashboards, workflows, and decision-support tools.

Responsibilities

• Design and enhance portfolio risk monitoring frameworks across public and private credit, structured products, mortgage and real estate exposures, alternatives, derivatives, and other insurance-relevant asset classes.
• Build integrated risk views that consolidate exposures by asset class, legal entity, rating, sector, geography, liquidity tier, capital usage, and cross-asset risk factor.
• Develop quantitative analytics for credit, spread, interest rate, liquidity, capital, concentration, valuation, regulatory, and legal-entity risk.
• Support pro‑forma risk analysis of future sourcing, including the impact of new investments on capital, liquidity, ALM, expected loss, stress loss, concentration, and risk‑adjusted return.
• Conduct scenario analysis and stress testing across credit recession, higher‑for‑longer rates, CRE refinancing risk, consumer credit deterioration, liquidity stress, FX collateral stress, and regulatory capital changes.
• Automate key risk reporting and controls using Python, SQL, and AI-enabled tools, including recurring metrics for rate risk, spread risk, downgrades, capital consumption, liquidity usage, concentrations, and early‑warning indicators.
• Develop practical tools and dashboards to support risk appetite monitoring, limit utilisation, watchlists, restructuring review, new‑deal assessment, and senior management reporting.
• Apply AI and automation to improve document review, data quality checks, reporting workflows, surveillance, code development, and investment risk analysis, while maintaining appropriate governance, auditability, and human review.
• Prepare clear written analysis and presentation materials for Investment Committee, Portfolio Risk Reviews, senior management, and Board‑level discussions.
• Partner with Investments, Portfolio Construction, ALM/Actuarial, Valuation, and KKR asset‑class deal teams to connect asset‑level analysis to enterprise risk decisions.

Qualifications

• 6+ years of relevant experience in investment risk, portfolio analytics, asset management, insurance, fixed income, structured credit, quantitative research, data science, or a related field.
• Bachelor’s or Master’s degree in Mathematics, Statistics, Computer Science, Engineering, Finance, Economics, or another quantitative discipline.
• Strong knowledge of investments and risk drivers across fixed income and equity‑like assets; experience with insurance general account portfolios, structured credit, private credit, real estate debt, CLOs, ABS, RMBS/CMBS, or illiquid assets is preferred.
• Advanced hands‑on Python and SQL skills, with experience building analytical tools, automated reports, data pipelines, dashboards, or quantitative models.
• Strong quantitative foundation, including experience with stress testing, scenario analysis, statistical modeling, portfolio risk measurement, cash‑flow modelling, optimisation, or capital/liquidity analytics.
• Ability to work with large, imperfect, multi‑source datasets and reconcile analysis to investment, accounting, statutory, or risk reporting sources.
• Strong communication skills, including the ability to explain technical analysis clearly to investments, risk, finance, technology, and senior stakeholders.
• Results‑oriented, intellectually curious, self‑motivated, collaborative, and comfortable working in a fast‑paced environment with evolving priorities.

Preferred Experience

• Insurance capital, liquidity, ALM, rating‑agency capital models, or statutory accounting.
• Risk appetite dashboards, limit framework, stress‑testing frameworks, or Board/senior‑management risk reporting.
• Use of AI, large language models, or agentic tools for investment research, risk surveillance, reporting automation, document intelligence, code generation, or data quality workflows.
• Model risk management, AI governance, data controls, auditability, and reproducibility in a regulated financial services environment.

Salary

This is the expected annual base salary range for this New York‑based position: $150,000—$200,000 USD. Actual salaries may vary based on factors such as skill, experience, and qualification for the role. Employees may be eligible for a discretionary bonus, based on factors such as individual and team performance.

Equal Opportunity

KKR is an equal‑opportunity employer. Individuals seeking employment are considered without regard to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, sexual orientation, or any other category protected by applicable law.

Reasonable Accommodations

KKR will provide reasonable accommodations as required by applicable federal, state, and/or local laws. Individuals seeking an accommodation for the application or interview process should email [e-mail]. (Note: The official application process uses https://www.kkr.com/careers. Only emails left for accommodation requests will be returned.)

Massachusetts Applicants

It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability. This notice applies only to applicants and employees who work or will work in Massachusetts, in accordance with applicable state law.