Risk Management Analyst Lead

3 weeks ago


London, Greater London, United Kingdom RGA Reinsurance Company Full time
Job Description
RGA Reinsurance Company is seeking a highly skilled Risk Management Analyst Lead to join its team. As a key member of the Global Risk Services (GRS) department, you will be responsible for leading the development and implementation of RGA's Operational Risk Quantification Model. This model is designed to support RGA's strategic and financial objectives by facilitating sound risk analysis for decision making.

Key Responsibilities:
  • Lead the development and implementation of advanced financial and statistical models to quantify operational risk exposures.
  • Oversee the management and maintenance of the data and risk quantification model platform, ensuring accurate and timely analytics support for RGA's operational risk management.
  • Collaborate closely with GRS and business stakeholders to gather risk quantification parameters for input into the model.
  • Serve as GRS subject matter expert, gathering key information required for inputting into the risk decision model.
  • Evaluate and align the Operational Risk Quantification Model with requirements set out by GRS' Model Risk Management Framework.
  • Lead enhancements to RGA's Operational Risk Quantification model as needed.

Requirements
For this role, we seek candidates with a Bachelor's degree or equivalent experience, as well as a Master's degree or equivalent in a highly mathematical subject. A minimum of 5 years' experience in quantitative risk management is required, along with 5+ years of risk, audit, and controls-related experience. Building and maintaining models for risk management decision making is essential. The ideal candidate will also have expertise in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis. Additionally, project management and organizational skills are necessary, as is an advanced ability to translate business needs and problems into viable solutions.

Salary: $130,000 - $190,000 per year.

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