Manager, Applied Analytics Model Operations
Manager, Applied Analytics Model Operations
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$ 175000 - 195000
1 Vacancy
Job Description
Who We Are
American International Group Inc. (AIG) is a leading global insurance organization. Building on 100 years of experience today AIG member companies provide a wide range of property casualty insurance and other financial services to customers in more than 80 countries and jurisdictions. These diverse offerings include products and services that help businesses and individuals protect their assets and manage risks.
About the Role
This role has primary responsibility for supporting the end-to-end model operations for AIGs Structured Fixed Income portfolio. This role will work closely with Blackrock Analytics teams and our internal stakeholders. Support will include all aspects of the model life cycle including data quality and oversight model process execution and KPIs reporting & delivery model oversight and governance model configuration stakeholder engagement. Responsibilities also include coordination with data providers to support market data requirements for Structured Products in support of AIGs dynamic investment portfolio. Partner with CIO Finance Accounting Risk Operations and Technology Teams to drive continued improvements efficiencies and an overall high-quality service model in addition to effective collaboration with control partners to reduce operational risk and maintain effective controls for analytics activities. Expected to contribute subject matter expertise to initiatives impacting the function. Responsibilities focus on applied quantitative methods in combination with effective process operations and controls. The role requires strong knowledge asset valuation models and security level market risk analytics with strong foundation in understanding of complex process systems and an overall process orientation. Business Intelligence software (PowerBI) statistical software (R Studio and programming/coding skills are beneficial
Responsibilities
Responsible for supporting the end-to-end model operations for AIGs Structured Fixed Income and Commercial Mortgage Loan portfolios.
Requires ability to understand sensitivity of models and cashflows to risk factors and scenarios as they related to Structured Fixed Income assets and ability to diagnose suspected or actual problems.
Manage the day-to-day data analytics needs of the CIO Finance Accounting and Risk teams.
Establish requirements and manage day-to-day relationships with Blackrocks Aladdin team and market data providers integral to the achievement of the goals and responsibilities of this team.
Guide team members in strategy alignment analysis and execution tasks.
Perform quality assurance checks on underlying data. Understand and interpret results from AIGs global investment analytics results.
Perform or ensure adequate performance of quarterly SOX controls relating to the Structured Fixed Income portfolio including a reviews of cashflows valuation and income.
Ensure governance and compliance with standards policies and practices. Participate in review of processes operations controls change management and outputs by consumers second line of defense functions (e.g. ERM ORM Finance Control) third line of defense functions (internal audit) and external stakeholders (e.g. regulators auditors etc.).
Interface directly with control partners to evidence and satisfy controls including audit and SOX.
High levels of interaction with senior managers coordinating inputs from multiple sources analyzing data and delivering superior quality output.
Support ad hoc requests from stakeholders.
Maintain in-depth knowledge of analytics data best practices technologies data providers and emerging trends.
What were looking for
10 years Analytics experience in Structured Fixed Income including familiarity with collateral modeling macro factors behavioral factors real estate loan data scenario generation and stress testing.
Experience working with data scientists who support models utilizing statistical analysis including techniques for predictive modelling classification segmentation and experimental design related to Structured Fixed Income.
Demonstrated ability to identify and understand key business drivers and prepare analysis showing drivers of performance for Structured Fixed income.
Applied asset valuation and modeling training / experience.
Competency with data visualization and business dashboards PowerBI preferred. Python C# and/or Perl also a plus
Strong familiarity with investment asset classes market & reference data and asset-side accounting data requirements.
Detail oriented; clear ability to plan and prioritize and meet deadlines.
Capable of recognizing data problems identifying root causes and escalating to relevant group for appropriate solution
Able to perform effectively while dealing with multiple priorities within tight deadlines.
Highly motivated a self-starter as well as a team player constantly striving to deliver excellent customer service.
Ability to provide quick analysis without sacrificing numerical or aesthetic accuracy.
Flexible work approach
Degree in business finance or a related discipline desirable
Additional preferred (but not required) skills
Fundamental knowledge of asset modeling security market risk analytics issuer credit risk analytics and/or investment portfolio analytics.
Knowledge of asset modeling and projection platforms and processes applied in production by Investment Analytics.
Familiarity with relational databases VBA and SQL programming.
Competency in analytics software and methods in particular R or Python or other statistical software experience
For positions based in NYC the base salary range is $175000 - $195000. In addition the position is eligible for a bonus in accordance with the terms of the applicable incentive plan. Were proud to offer a range of competitive benefits a summary of which can be viewed here: AIG Benefits Overview
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At AIG we value in-person collaboration as a vital part of our culture which is why we ask our team members to be primarily in the office. This approach helps us work together effectively and create a supportive connected environment for our team and clients alike.
Enjoy benefits that take care of what matters
At AIG our people are our greatest asset. We know how important it is to protect and invest in whats most important to you. That is why we created our Total Rewards Program a comprehensive benefits package that extends beyond time spent at work to offer benefits focused on your health wellbeing and financial securityas well as your professional developmentto bring peace of mind to you and your family.
Reimagining insurance to make a bigger difference to the world
American International Group Inc. (AIG) is a global leader in commercial and personal insurance solutions; we are one of the worlds most far-reaching property casualty networks. It is an exciting time to join us across our operations we are thinking in new and innovative ways to deliver ever-better solutions to our customers. At AIG you can go further to support individuals businesses and communities helping them to manage risk respond to times of uncertainty and discover new potential. We invest in our largest asset our people through continuous learning and development in a culture that celebrates everyone for who they are and what they want to become.
Welcome to a culture of inclusion
Were committed to creating a culture that truly respects and celebrates each others talents backgrounds cultures opinions and goals. We foster a culture of inclusion and belonging through learning cultural awareness activities and Employee Resource Groups (ERGs). With global chapters ERGs are a cornerstone for our culture of inclusion. The talent of our people is one of AIGs greatest assets and we are honored that our drive for positive change has been recognized by numerous recent awards and accreditations.
AIG provides equal opportunity to all qualified individuals regardless of race color religion age gender gender expression national origin veteran status disability or any other legally protected categories.
AIG is committed to working with and providing reasonable accommodations to job applicants and employees with disabilities. If you believe you need a reasonable accommodation please send an email to .
Functional Area:
Required Experience:
Manager
Employment Type
Full-Time
