The position will be based in Philadelphia, PA and will be a part of the credit team which is a part of the Enterprise Risk Unit (ERU) that provides support to Chubb. The ERU is part of the Corporate Analytics and Risk Management group under the overall direction of the Chubb Chief Risk Officer and Chief Digital Officer.
* Production of ERM’s risk accumulation analyses, reports, and presentations to the various credit-related product boards and risk committees
* Preparation of various ERM analyses including emerging risk, stress scenario, competitor analysis, rating agency presentations, etc.
* Preparation of reports on risk exposure segmentation to management in support of company growth plan
* Analyzing and quantifying Chubb’s credit risk exposure and concentrations from various sources (e.g. Investments, Surety)
* Performing macroeconomic analyses based on external data to determine impacts relevant to Chubb based on its exposure profile
* Preparation of Own Risk and Solvency Assessment for both internal management and regulatory filings at the Chubb group and / or legal entity level; and
* Assisting with maintenance and enhancements of ERM’s credit exposure database.
* Strong analytical skills including understanding of Microsoft Excel and Word required (including VBA macro skills and knowledge of data arrays and pivot tables), other MS Office applications (Access), and/or SQL a plus
* Experience with financial or credit analysis at macroeconomic or company level
* Familiarity with public data sources for financial analysis (e.g. Factset, Federal Reserve, BLS etc.)
* Detail oriented with ability to manage complex processes to successfully complete projects and meet required deadlines
* Experience with the following technologies: R or Python, SQL, Linux, HTML/CSS preferred
* Strong communication skills with the ability to provide clear and concise verbal and written responses or reports of analyses, results, and work products
* Should have good organization skills and be able to maintain good documentation and record keeping
* Strong business acumen essential; experience with corporate finance functions is a plus
* Attainment of any one of the following professional designations is a plus: ASA, ACAS, CPCU, CFA, MBA or MS Finance