- Develop analytic framework and related requirements of Economic Capital methodologies for development within Genworth’s proprietary risk aggregation software, TRAQ (Toolset for Risk Analytics and Quantification).
- Provide technical/analytical supports to the development of a software/process road map for Risk Systems that is consistent with Genworth’s Internal Modeling objectives, aligned with regulatory expectations, and compatible with the deployment schedule of corporate actuarial technologies.
- Lead effort to develop technical/analytical documentation and procedures consistent with the expectations of Genworth Corporate Audit Services (GCAS).
- Continue to improve the complex mathematical algorithms used in the TRAQ software, and translate those algorithms into easy-to-understand language for the use Economic Capital consumers.
- Lead ad-hoc analytical initiative in support of a wide range of activities to include economic scenario generation, hedging, macro economic analysis and forecasting, stress testing, and derivative valuation.
- Prepare all aspects of the Economic Capital platform for presentation to both external regulatory authorities and rating agencies.
- Work with risk management team to proliferate the enterprise knowledge, acceptance, and use of economic capital.
Participate in the documentation, development, and implementation of the Economic Balance Sheet (EBS) into corporate systems.
- MBA (or similar degree) in economics/finance or quantitative discipline.
- 5-7 years’ experience insurance/financial services experience with relevant risk management experience.
- Proven leadership and ability to drive change.
- Excellent oral and written communications skills.
- Extremely strong research skills and intellectual curiosity.
- Ability to influence across reporting lines.
- Strong background in quantitative analytics including calculus, linear algebra, probabilistic and statistical analysis, stochastic process, and econometrics modeling.
- Some programming experience preferred.
- Good command of basic fixed-income security analytics and derivative valuation.
- Progress toward an actuarial or risk-related technical certification.
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