Director, Quantitative Risk Analyst

You desire impactful work.

You’re RGA ready

RGA 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.

Global Risk Services’ mission is to partner with RGA’s global workforce to facilitate sound risk analysis for decision making to achieve RGA’s strategic and financial objectives. The Director, Quantitative Risk Analyst will support the Executive Director, Global ERM Projects in maintaining RGA’s Operational Risk Quantification Model that has been designed and tailored to RGA’s Operational Risk Taxonomy.

This role can be remote.

Responsibilities

• Engage in financial and statistical modelling of operational risk exposures
• Manage and enhance the data and risk quantification model platform and associated analytics used to support RGA’s operational risk management.
• Work closely with GRS and business stakeholders to gather risk quantification parameters for input into the model.
• GRS subject matter expert gathering key information required for inputting into the risk decision model.
• Documents the model assumptions, inputs and rationale and communicates them to multiple stakeholders.
• Align Operational Risk Quantification Model with requirements as set out by GRS’ Model Risk Management Framework.
• Lead any required enhancements to RGA’s Operational Risk Quantification model as required.
• Represents GRS in meetings with senior management and leadership.
• Responsible for the delivery of key risk information and summary outputs of the model such as risk dashboards.
• Provide training and support to end-users and stakeholders to ensure successful adoption and utilization of RGA’s Operational Risk Quantification model.
• Effectively communicates the value of risk quantification.
• Defines and decomposes risk scenarios given a problem/objective.
• Identifies and applies data-gathering concepts for risk scenarios.
• Produces and accurately communicates risk and reporting in quantitative (financial) terms
• Performs other duties as assigned.
  
  

Requirements

• Bachelor’s degree or equivalent experience
• Masters degree or equivalent in a highly mathematical subject
• A minimum of 5 years’ experience in quantitative risk management
• 5+ years of risk, audit, controls related experience
• Experience in a modelling or validation role
• Building and maintaining models for risk management decision making
• Knowledge of statistical methods
• Excellent oral and written communication skills, demonstrating the ability to convey quantification techniques to a broad range of stakeholders.
• Ability to adapt to new methods, work under tight deadlines in a fast-paced, results-driven environment.
• Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis.
• Strong analytical and problem-solving abilities
• Project management skills and organizational skills: flexible
• Advanced ability to translate business needs and problems into viable/accepted solutions
  
  

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.
  
  

Compensation Range

$101,685.00 - $151,435.00 Annual

Base pay varies depending on job-related knowledge, skills, experience and market location. In addition, RGA provides an annual bonus plan that includes all roles and some positions are eligible for participation in our long-term equity incentive plan. RGA also maintains a full range of health, retirement, and other employee benefits.

RGA is an equal opportunity employer. Qualified applicants will be considered without regard to race, color, age, gender identity or expression, sex, disability, veteran status, religion, national origin, or any other characteristic protected by applicable equal employment opportunity laws.