Senior Investment Risk Analyst — Insurance Analytics Python

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

Benefits offered by this job

Medical/Dental/Vision benefits

401(k) with company match

Flexible Savings Account (FSA)

Job summary

Ares Management is seeking a qualified risk modelling and analytics professional for the Insurance Solutions team in New York. You will perform asset stress testing and cash flow projection analytics on our proprietary insurance analytics platform for regulatory, actuarial valuation, and ALM needs, and support AIS analytics across the portfolio.

The role requires Python and SQL expertise, 3+ years of experience, and familiarity with Postgres, Databricks, VS Code, shell scripting and Git.

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.
• Basic understanding of modern financial mathematics (bond mathematics, Monte Carlo simulation, interest-rate modelling).
• SQL, Python required; experience using Postgres, Databricks, VS Code IDE, and shell scripting languages preferable.
• Practical experience using GIT is required.

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 / recurring 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

PostgreSQL

Databricks

VS Code

Shell scripting

Git

Financial mathematics

Monte Carlo

Risk modelling

Education

Finance/Math/Engineering/CS degree

CFA/FRM designation favorable

Tools

GIT

Job description

Ares Management is seeking a qualified risk modelling and analytics professional for the Insurance Solutions team in New York. You will perform asset stress testing and cash flow projection analytics on our proprietary insurance analytics platform for regulatory, actuarial valuation, and ALM needs, and support AIS analytics across the portfolio.

The role requires Python and SQL expertise, 3+ years of experience, and familiarity with Postgres, Databricks, VS Code, shell scripting and Git.