Manager – Applied Analytics Model Operations

Manager – Applied Analytics Model Operations

Requirements

• 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.

Responsibilities

• Responsible for supporting the end-to-end model operations for AIG’s 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 Blackrock’s 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 AIG’s 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.

Preferred Qualifications

• 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.