Risk Manager, ALM Credit and Market Risk

Risk Manager – KR07AE
|ALM Credit and Market Risk

The Risk Manager will join the ALM, Credit and Market Risk team and be responsible for assessing investment capital considerations and monitoring The Hartford’s exposure to interest rate, credit, equity, and foreign exchange risks.

Location:

Hartford, CT (Home Office)

• Own and lead the investment capital stress testing framework, including model governance, assumption oversight, and ongoing enhancements.
• Forecast capital impacts under prescribed, market‑driven stress scenarios using multiple rating agency and NAIC frameworks.
• Quantify capital sensitivity across GAAP, Statutory, and Economic accounting perspectives under market stress scenarios.
• Apply investment and capital markets expertise—particularly in fixed‑income securities and derivatives—to assess portfolio positioning and risk exposures.
• Analyze interest rate, credit spread, and equity stress scenarios and communicate impacts on financial performance.
• Assess asset impact under climate stress scenarios through validation of key modeling assumptions.
• Lead and mentor one to two analysts while supporting the development and enhancement of risk, capital, and ALM models aligned with enterprise risk management objectives.
• Lead risk monitoring and analysis in response to market events, communicating insights to a broad range of stakeholders.
• Leverage AI to enhance risk analytics and strengthen stress testing capabilities.
• Communicate effectively with Lines of Business, HIMCO, and Corporate Finance, translating analytical results into clear, actionable insights for stakeholders.

• Minimum of five years of professional experience in an investment risk role focused on fixed income.
• Experience in corporate finance, actuarial, investment, or a related field may also be considered.
• Excellent statistical and quantitative background.
• Programming and modeling skills specifically in R.
• Foundational knowledge of pricing, valuation, financial and risk management models.
• Organized and detail oriented with the ability to adjust to multiple projects and shifting priorities.
• Excellent communication skills with senior leaders and key business partners, including the ability to summarize complex analysis for diverse audiences.
• B.A. or B.S. in finance or another quantitative discipline.
• Master’s degree in a quantitative discipline, MBA, and/or actuarial credentials or progression toward credentials (ASA, ACAS) and/or a C.F.A. is a plus.
• As a condition of your employment for HIMCO, you will be required to affirm to HIMCO’s Code of Ethics and understand that you will be required to comply with the disclosure of accounts, holdings and pre‑clearance of trades for the accounts of you and your household family members as more fully described in the Code of Ethics Key Points.
• If you will be deemed to be a “Covered Associate” under HIMCO’s Pay to Play Policy, you will also need to disclose all political contributions that you have given within the past two calendar years.

The base pay range for this role is:

• $112,400 – $168,600 per year

The base pay is one component of The Hartford’s total compensation package. Other rewards may include short‑term or annual bonuses, long‑term incentives, and on‑the‑spot recognition.

Equal Opportunity Employer/Sex/Race/Color/Veterans/Disability/Sexual Orientation/Gender Identity or Expression/Religion/Age