Manager, Applied Analytics Model Operations

Full-time - Senior

New York, NY

Insurance Carriers and Related Activities

About the position

The Manager of Applied Analytics Model Operations at AIG is responsible for overseeing the end-to-end model operations for the Structured Fixed Income portfolio. This role involves collaboration with various internal teams and external data providers to ensure data quality, model execution, and compliance with governance standards. The position requires a strong understanding of asset valuation models and market risk analytics, along with the ability to manage relationships and drive improvements in analytics processes.

Responsibilities

• Support the end-to-end model operations for AIG's Structured Fixed Income and Commercial Mortgage Loan portfolios.
• Manage day-to-day data analytics needs of the CIO, Finance, Accounting, and Risk teams.
• Establish requirements and manage relationships with Blackrock's Aladdin team and market data providers.
• Guide team members in strategy, alignment, analysis, and execution tasks.
• Perform quality assurance checks on underlying data and interpret results from global investment analytics.
• Ensure compliance with SOX controls and governance standards for the Structured Fixed Income portfolio.
• Participate in reviews of processes, operations, and controls with various stakeholders.
• Support ad hoc requests from stakeholders and maintain knowledge of analytics best practices.

Requirements

• 10+ years of analytics experience in Structured Fixed Income.
• Familiarity with collateral modeling, macro factors, and behavioral factors.
• Experience with predictive modeling, classification, segmentation, and experimental design.
• Strong knowledge of asset valuation models and security level market risk analytics.
• Competency with data visualization and business dashboards, preferably PowerBI.
• Programming skills in Python, C#, and/or Perl.
• Detail-oriented with strong planning and prioritization skills.
• Ability to recognize data problems and escalate appropriately.

Nice-to-haves

• Fundamental knowledge of asset modeling and security market risk analytics.
• Familiarity with relational databases, VBA, and SQL programming.
• Competency in analytics software, particularly R or Python.

Benefits

• Health insurance
• Bonus eligibility based on incentive plan
• Comprehensive benefits package focusing on health, wellbeing, and financial security
• Professional development opportunities