Vice President, Chief Risk Officer-Investments at Genworth North America Corporation

Stamford, CT 06901

About the Job

Vice President, Chief Risk Officer-Investments @ Genworth North America Corporation (Stamford, CT) F/T. Rspnsble for the org's investmnt risk mngmnt functn. Reqts: Bachlr's degr, or forgn equivlnt, in Econ, Finance, or rltd, & 5 yrs of progrssvly respnsbl exp in job offrd or as an Investment Risk & Derivatives Oversight officer, Investment Risk Director, Chief Risk Officer or rltd. Full trm of exp must inclde each of the fllwng: Risk or invstmnt mngmnt; Fixed income instrumnts, incldng derivatives; Prjct mngmnt incldng overseeing complex invstmnt risk assesmnt prjcts, dvlp stratgies to mitigte potential risks for the portfolios, & ensuring effectve implmntatn of risk mngmnt protocols; Exp in the Insurance Industry, incldng estimation of C1 capital w/n the RBC framework; Devlp sophistictd invstmnt risk modls & tools to evaluate exposure; Condct quantitativ anlysis, statisticl modeln, & data intrpretatn; Credit Risk modeln exp, using Loss Givn Default, factor modls, & Expectd & Unexpectd modl estimatn techniques; Markt Risk Indicatrs (E.g. Value at Risk, Expectd Shortfall, Potential Future Exposure) & relatve risk modls (E.g. Risk Atributn Analysis, & Trackn Error); Use credit migrtn modls & techniques for rqrd capital estimation; Create econ scenarios & estimte the invstmnt risk implictns of those scenarios; Apply macroecon modls & econometric techniques & perform Montecarlo simulatns to modl the credit migratn of the portfolio holdngs (using Markovian process estimatns modls, Matrix Algebra, & credit risk modls); & Use statisticl progmng language such as R. Hybrid wrk schedule. Email resume to Reference: GNA-JJCA