Senior Analyst, ERM Data Analytics and Quantitative Modeling

Role : Senior Analyst, ERM Data Analytics and Quantitative Modeling Location: New York, NY (Hybrid / WFH) Company: Mutual of America Financial Group Overview Mutual of America Financial Group is seeking a highly skilled and motivated Senior Analyst to join our Enterprise Risk Management (ERM) team. This hybrid role combines advanced data analytics, quantitative modeling, and enterprise risk governance to support the identification, measurement, and mitigation of risks across the organization. The ideal candidate will bridge technical expertise with strategic insight to enhance our ERM framework and ensure compliance with regulatory standards. Key Responsibilities Quantitative Modeling & Risk Analytics - Develop, implement, and validate quantitative models for credit, market, liquidity, and operational risk. Experience in SOC1 - Analyze the effectiveness of the Company’s capital model under stress scenarios, including impacts on income, and Risk-Based Capital ratios. - Design and maintain data pipelines, dashboards, and risk reporting tools to support enterprise-wide risk analytics. - Automate and optimize risk monitoring processes for real-time risk assessment. ERM Framework & Governance - Collaborate with the SVP, ERM to define risk appetite, tolerance, and critical risk metrics. - Support the development and implementation of risk governance standards and communication strategies. - Produce and present risk mitigation artifacts, including risk logs, mitigating action tracking, risk reports, and executive summaries. - Assist in regulatory reporting, including the Own Risk and Solvency Assessment (ORSA). Data Management & Compliance - Ensure data quality, integrity, and governance across all risk data sources. - Conduct independent model validations and benchmark against alternative models. - Stay current on regulatory requirements (e.g., OCC, Basel, Federal Reserve) and industry best practices. Stakeholder Engagement & Communication - Work cross-functionally with risk liaisons, business units, and control functions (audit, compliance, legal). - Translate complex risk and modeling concepts into clear, actionable insights for technical and non-technical audiences. Required Qualifications - Bachelor’s or Master’s degree in a quantitative field (e.g., Statistics, Mathematics, Economics, Actuarial Science, Data Analytics, Computer Science). - Experience in ERM, quantitative modeling, or data analytics within financial services. - Strong experience developing and implementing ERM frameworks and capital modeling. - Proficiency in Python, SQL, and data visualization tools. - Advanced Microsoft Word, Excel, PowerPoint, and SharePoint skills. - Self-starter who works independently and demonstrates strategic and innovative thinking to solve complex problems within context of the broader picture. - Strong interpersonal and communication skills to influence and collaborate effectively across teams - A proactive, relationship-driven team player who exercises prudent judgment to drive impactful outcomes Preferred Qualifications - Experience with regulatory reporting (e.g., ORSA). - Familiarity with actuarial modeling or insurance risk frameworks. - Hands-on experience building full-stack applications with Python, encompassing backend logic, data integration, and frontend user-facing interfaces. - Actuarial designation.