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Director amp Actuary - Risk Analytics Model Manager - Work in Richmond

Lakeside, VA

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POSITION SUMMARY Genworth Enterprise Risk is currently seeking a Model Manager to assist in the coverage of the USLI segment, which includes the Life, Long Term Care, Annuity and Other Runoff businesses. The Model Manager will provide modeling support to the Risk team to ensure the strategic vision of the organization is executed with consideration for the risks involved, and proactively manage liability and asset risk for the organization. The Model Manager will be responsible for the implementation and day-to-day administration of corporate risk analytic models which drive many major decisions affecting the USLI businesses.Further, the Model Manager will ensure that risk models consider company policies, risk tolerances and regulatory requirements for the various legal entities, contracts and agencies. The risk models should be managed within a proper risk governance framework. RESPONSIBILITIES Research and development to advance the analytical capability of the Risk Department Owns the Corporate Risk Analytics model in AXIS Validates USLI liability stress tests and asset modeling analysis and performs additional analysis as necessary Optimizes the management of in force business (e.g.Long Term Care) Provide analytical support to various external function groups and processes, such as ALM, Finance and Treasury, Actuarial, Investment, Derivative Front Office, Investment Risk, Multi-Year Planning, Economic Scenario Generators, etc. Interacts with counterparts in USLI Actuarial, USLI ALM, HQ ALM, LTC Inforce Management, and Economic Capital to ensure consistency in modeling and assumptions Analyzes a wide variety of liability and asset risks Provides an independent view of risk management issues/concerns to ensure that they are being appropriately evaluated, investigated and resolved REQUIRED QUALIFICATIONS Significant Axis modeling experience Experience with manipulating complex data structures with database query language (SQL), and programming with common language such as VBA, C , etc. Bacheloru2019s degree in a quantitative discipline (Actuarial Science, Mathematics, Finance, Computer Science, etc.) Excellent oral and written communication skills including the ability to communicate technical data FSA/near FSA or career ASA with commensurate experience, or Chartered Financial Analyst (CFA) 5 - 7 years of relevant work experience PREFERRED QUALIFICATIONS Asset and derivative modeling experience Understanding of cash flow testing, asset liability management, and economic capital LTC experience Knowledge of additional programming languages (e.g.R, Python, and SAS) Knowledge of life insurance Pricing and Valuation Knowledge of Capital Requirements, including Economic Capital and Cash Flow Testing, for Life Insurance Companies Fellow of the Society of Actuaries (FSA) Technical ability to challenge risk and actuarial professionals as well as the ability to convey risk exposure and requirements to business leadership

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