JOE - March 2014

 
USAA
Lead Economic Capital Modeling Analyst
 
Position Title/Short Description
Title: Lead Economic Capital Modeling Analyst
Section: 5 -- Full-Time Nonacademic
Location: San Antonio, TX, USA
JEL Classification: A1 -- General Economics
Deadline Date: 03/31/2014

JOE ID Number: 201403_400259

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Full Text of JOE Listing:
Recently Ranked #17 in Fortune's 100 Best Companies to Work For in 2014 and marking our fifth straight year in the list's Top 50, we are proud to receive consistently outstanding awards and ratings for member service, employee well-being and financial strength. Everything that happens at USAA is based on our core values: Service, Loyalty, Honesty, and Integrity. These are the foundations of how we do business with our members, as well as how we treat each other.

This particular role will focus on the following:
--Serve as the subject matter expert for the ESG, asset model, portfolio model and asset modeling in general. Will develop modeling assumptions and approaches for complex investments.
--Works with the vendor and other team members to improve and maintain these models. This will include working with our vendor to prioritize improvements to the model as well as test changes they have made to the models on our platform and the line of business models.
--Works with investment accounting and IT groups to ensure that the model includes the correct assets and related data. Work to validate initial data against financial systems.
--Conduct studies which may include stress tests, portfolio optimization studies or calibration of the model to external data.
--Will present output from the economic scenario generator and asset and portfolio models to a wide variety of audiences with various responsibility levels in both formal and informal settings; Collect feedback and incorporate appropriate changes.

Minimum Requirements
--Masters degree in Statistics, Economics, Mathematics or related field.
--6+ years related work experience in statistical analysis and model development.
--Expert knowledge of data analysis tools and industry data sources.
--Expert knowledge in developing analysis queries and procedures in SQL, SAS, BI tools or other analysis software.
--Expert knowledge of broad range modeling techniques (Generalized linear modeling, Time Series, CART, Decision Trees, Neural Networks, Factor analysis experimental design, hypothesis testing, and/or advance techniques).
--Demonstrated leadership and ability to influence at various levels of management.
--Successful completion of an analyst assessment may be required.

Preferred
--PhD degree in Statistics, Economics, Mathematics or related field.
--8+ years related work experience in statistical analysis and model development.
--Experience modeling assets in an insurance, portfolio management or banking environment.
Application Instructions:

To apply, please visit: https://www.usaa.apply2jobs.com/profext/index.cfm?fuseaction=mExternal.showJob&RID=18152&CurrentPage=1

Online Application URL: https://www.usaa.apply2jobs.com/profext/index.cfm?fuseaction=mExternal.showJob&RID=18152&CurrentPage=1

Email for Applications: tiffany.hiltpold@usaa.com

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