This position is part of the Overseas Private Investment Corporation, Department of Financial and Portfolio Management. The incumbent will be responsible for ensuring consistent measurement of credit and insurance risk across the portfolio by implementing established risk measurement methodologies and making recommendations for improvements and refinements.Learn more about this agency
- Provides consistent risk identification, measurement and analysis of areas of risk associated with OPIC's complex Insurance, Finance and Investment Funds portfolio.
- Maintains and updates risk rating and expected loss models by validating and re-calibrating the master rating scale, risk rating scorecards, and expected loss models.
- Works with line and monitoring officers to refine risk modeling approaches as the portfolio evolves and makes recommendations for changes and updates.
- Conducts various independent analytical risk reviews of the current and historical Insurance, Finance and Investment Funds portfolios; prepares reports for management outlining the historical trends and risk patterns; and makes recommendations.
- Develops and refines portfolio stress testing tools and models to determine how the Corporation's portfolio will perform, both individually and collectively, under a variety of stress conditions.
- Evaluates and identifies areas of risk concentration and potential risks within the portfolio and using quantitative modeling tools and/or approaches to portfolio risk concentration and risk limit setting.
- Participates in regular discussions with the lines of business and senior management regarding portfolio risks, claims and potential claims and recovery prospects.
- Assesses the impact of additional exposure and new product recommendations by the product lines with respect to potential individual clients and sectors, utilizing risk measurement methodologies and developing new models and frameworks as necessary.
- Implements established risk measurement methodologies and recommends improvements.
Occasional travel - You may be expected to travel for this position.
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This job originated on www.usajobs.gov. For the full announcement and to apply, visit www.usajobs.gov/GetJob/ViewDetails/528910900. Only resumes submitted according to the instructions on the job announcement listed at www.usajobs.gov will be considered.