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RGA readyRGA is a purpose-driven organization working to solve today’s challenges through innovation and collaboration. A Fortune 500 Company and listed among its
World’s Most Admired Companies , we’re the only global reinsurance company to focus primarily on life- and health-related solutions. Join our multinational team of intelligent, motivated, and collaborative people, and help us make financial protection accessible to all.A Brief OverviewLead and manage a group of quantitative and financial risk analysts in management of dynamic and static hedging programs to manage the financial market risks associated with in GFS transactions. Provide appropriate review and/or development of capital markets projections, hedging performance and other risk mitigation analysis. Provide key input on macro-economic assumption development and risk measurement, risk mitigation, investment, and financing activities. Perform managerial duties, including the development and mentoring of associatesWhat you will doManage active risk mitigation strategies and hedge portfolio management. Help influence, develop strategy, and execute decision making around risk management.Direct the monitoring of hedging exposures to ensure that all of the quantifiable risks for division hedging exposures have been modeled in a reasonable, accurate, and repeatable manner and, that such risk exposures taken are disclosed to and understood by the senior management team.Consult on the stochastic economic scenario generator(s) including projection of: interest rates, inflation, equity indices, currency exchange rates, credit spreads, and defaults.Direct the development and refinement of macro-economic assumptions.Contribute to the refinement and expansion of capital markets risk analyses (ex’s: PBEC, MCEV models, hedging analyses) for the division, serving as project lead where appropriate.Provide and/or direct economic analysis for assigned capital markets related pricing activities.Perform management duties including, but not limited to, hiring, training, evaluating, coaching, and disciplining direct reports. Foster a positive and engaged work environment. Mentor associates and give guidance on associate development.Participate in key unit and ad-hoc department projects as needed (ex: scenario reduction techniques).Maintain regular and predictable attendance.QualificationsRequired:FSA accreditation (or Home Country Equivalent)
ORBachelor’s degree in Finance, Mathematics, Actuarial Sciences, Statistics or equivalent experience, and 10 years broad financial services experience;
ORMaster’s degree in Finance, Economics, or related field, or equivalent experience, and 7+ years broad financial services experiencePreferred:Advanced graduate degree with specialization in Quantitative Finance fieldFSA, ASA, or significant insurance experienceCFA or other asset / risk based credentials2+ years of experience with hedging analysis2+ years management or leadership experienceRequired:In-depth understanding of inflation linked insurance and pension products, including a solid working knowledge of the hedge assets (RPI Swaps, HICPxT Swaps, Inflation Linked Bonds) in Europe and AustraliaUnderstanding of Credit derivatives (CDS) with a view to management and valuation of a portfolio tranches.Understanding of FIA and VA insurance products, including all rider guarantees commonly offered in the marketAdvanced PC and technical skills, including statistical programs (ex.: SAS, MATLAB, Gauss) or a computing language (C/C++), spreadsheets, and database applications (Access, Oracle, SQL or equivalent technology).Advanced knowledge/experience in econometrics, statistics, math, and/or computational financeKnowledge of economic scenario generators, stochastic processes, and capital markets, including fixed-income and equity investments, derivatives, and asset pricing techniquesAdvanced knowledge of broad business practicesHighly advanced people management skills, demonstrating the ability to lead, mentor, and develop associates; including the ability to delegate key areas of responsibilityHighly advanced oral and written communication skills, demonstrating the ability to convey business terminology that is meaningful and well receivedHighly advanced investigative, analytical and problem solving skillsExpert ability to balance detail with departmental goals/objectivesAdvanced skills in customer relationship management and change managementHighly advanced ability to translate business needs and problems into viable/accepted solutionsHighly advanced ability to manage multiple projects and/or teams simultaneouslyHighly advanced ability to liaise with individuals across a wide variety of operational, functional, and technical disciplinesHighly advanced persuasion and negotiation skills when working with internal/external customersPreferred:Knowledge of C / C++, VBA, and SQL.Advanced experience with SAS, MATLAB, or Gauss.Experience with hedging analyses.Advanced expertise in computational finance, econometrics, statistics, and math.Experience with structured financial service contracts involving embedded options.What you can expect from RGA:Gain valuable knowledge from and experience with diverse, caring colleagues around the world.
Enjoy a respectful, welcoming environment that fosters individuality and encourages pioneering thought.
Join the bright and creative minds of RGA, and experience vast, endless career potential.
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