Position Summary

Assured Guaranty is seeking a Risk Analyst to join the Economic Capital and Portfolio Risk Management Group in the Risk Management Department. The Analyst – Associate will be responsible for the following tasks:

  • modeling including credit risk and data in the financial guaranty market 
  • analyses including risk attribution, scenario, stress, and sensitivity
  • limit measuring and monitoring including single risk, sector risk and portfolio risk
  • preparation of reports including risk, strategic planning, and enterprise
  • coding in Matlab, Python, and R

Position Description

Responsibilities

Risk Modeling

  • Develop internal credit risk tools from, not limited to, the economic capital perspective using methodologies such as simulations and variance/covariance in the public finance, infrastructure finance, and structured finance sectors
  • Analyze and interpret complex datasets to support the risk management team on economic capital and environmental perspectives
  • Implement new data models, internal credit risk tools, and algorithms developed in Matlab, Python, and R
  • Modify and generate new stress test scenario models to quantify capital adequacy, liquidity, leverage ratios
  • Work with spatial data to provide insights into rational challenges regarding the environment and obligors’ resilience
  • Incorporate climate risks in credit risk models
  • Adapt the risk models to the latest market and risk environments
  • Model and monitor other risks including counterparty, downgrade, market, operations, enterprise
  • Monitor credit risk trends with respect to credit, sector, concentration, country, and portfolio risk tolerances
  • Develop and implement stress and scenario testing for capital adequacy, liquidity, and leverage ratio tests
  • Integrate various risks including credit, climate, strategic, market, and operations

 

Research and Monitoring

  • Routinely monitor market and emerging data to determine portfolio risks, model implications, and strategic risks in collaboration with Credit, Surveillance, Underwriting, and Finance
  • Monitor single risk limits and sector risk limits in collaboration with the Credit Department
  • Maintain system data integrity, accuracy, and consistency
  • Take ownership for accuracy, integrity and completeness of data, risk measures and report contents
  • Adapt the internal or external tools to the latest and engineering environments
  • Complete analysis and, where appropriate, prepare written reviews of risks
  • Perform internal model testing and validation
  • Develop and maintain understanding of the key risk attributes of the portfolios for the different Assured companies
  • Perform risk analysis and produce reports for senior management and the Board
  • Research loss reduction, hedging tools, and emerging tools

 

Other Duties

  • Research and develop tools for quantifying and monitoring emerging risks
  • Support regulatory requests and reporting, as well as enterprise risk management
  • Support other functions including risk mitigation, ad-hoc reporting, and analyses for other departments
  • Interact with other departments including IT, Credit, Underwriting, Surveillance and Treasury

 

Candidate Background
  • Bachelor of Science degree, preferably in computer science or engineering, finance, economics, or mathematics
  • 4 to 7 years of coding experience in Matlab, Python, and R are necessary; Parallel computing skills are an asset
  • Risk modeling and methodologies preferably in credit, as well as strategic, climate, liquidity, market, investment, and operational
  • Ability to apply data science, machine learning, and artificial intelligence algorithms are a plus
  • Familiar with object-oriented programming, user-interface coding, cloud computing, and Windows/Linux environment
  • Experience with spatial data analysis and GIS tools.
  • Strong knowledge and understanding of economic principles, theories, and models
  • Excellent self- and time-management skills, with willingness to work additional hours when needed
  • Ability to work in a demanding and fast-paced environment, and meet deadlines
  • Critical thinker and creative developer in a multi-tasking environment
  • Collaborative, responsible, and meticulous
  • Strong presentation and verbal skills
  • Excel, Word, and PowerPoint

 

Compensation

Annual base salary for the position is expected to be from $95,000 per year to $115,000 per year. The actual salary will depend on various factors, including but not limited to a candidate’s experience and credentials, salary expectations of applicable candidates, and other applicable market conditions. This position also provides applicable employee benefits, as well as eligibility for an annual discretionary bonus.

 

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Assured Guaranty seeks to recruit from a wide talent pool for business reasons in order to assemble a diverse and talented team of professionals. To accomplish this goal, Assured Guaranty has agreed that Assured Guaranty’s Greenhouse job application process will include a voluntary survey so we can track and further our progress in reaching candidates with different backgrounds, experiences, and education. 

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