Senior Risk Analyst, Liquidity

Overview:

Enterprise Risk Management (ERM) operates as an independent second line of defense, responsible for maintaining and enforcing Talcott’s risk management framework across all subsidiaries. One of our key accountabilities is to monitor key exposures across market, credit, liquidity, and insurance risks. We produce actionable, data-driven risk insights This team is composed of actuaries, CFA charter holders, and risk professionals. The Enterprise Risk Management team partners closely with other business partners in Investment Management, Finance, and Actuarial functions. Our selected candidate will be responsible for end-to-end ownership of key ERM reporting and analytics, including ensuring data integrity, methodological consistency, and alignment with the firm’s risk framework. A Senior Risk Analyst will independently interpret risk exposures, offer clear insights to senior stakeholders and provide critical insights regarding enhancements of the ERM reporting processes.

Our Senior Risk Analyst position will offer the selected candidate exposure to Senior ERM Leadership such as the Head of Risk Reporting and the Chief Risk Officer. The ideal candidate will work on a hybrid in-office schedule at either our Hartford, CT office, New York, NY office or our Charlotte, NC office.

Responsibilities:

Produce core ERM financial risk reports, including mark-to-market exposure, issuer concentration limits, WARF metrics, and hedge effectiveness and monitor exposures relative to risk appetite limits Execute monthly liquidity stress testing and prepare management reports, and committee materials summarizing liquidity risk exposures, stress testing results, key assumptions, and emerging trends.

Monitor liquidity stress testing results against established risk appetite statements, limits, thresholds, and early warning indicators; identify, investigate, and escalate breaches or emerging risks.

Present liquidity stress testing conclusions and risk insights to senior management and risk committees. Support the development and maintenance of contingency funding plans, liquidity management strategies, and remediation plans for identified vulnerabilities. Conduct periodic reviews of stress testing assumptions, scenario severity, and model performance to ensure continued relevance to the organization's risk profile and market environment. Maintain comprehensive documentation, model governance artifacts, procedures, and audit trails supporting liquidity stress testing processes and results. Support regulatory examinations, internal audits, model validations, and other independent reviews through preparation of analyses, documentation, and management responses

Qualifications:

Bachelor’s degree in actuarial science, finance, risk management, or a related quantitative field Minimum of 4 years of experience in insurance, asset management or financial analytics An ASA, FSA, or CFA designation is a plus Proficiency in Excel, VBA, and SQL are required Experience with Python, Power BI, or similar tools for automation and data visualization strongly preferred Demonstrated ability to take ownership of processes and drive improvements independently Experience providing project oversight or leading components of projects is a plus Strong communication skills, with the ability to translate complex analysis into clear, actionable insights for senior stakeholders Attention to detail and ability to manage multiple deliverables Strong analytical and problem-solving skills, with demonstrated experience working with complex datasets and reporting frameworks Results-oriented with a demonstrated ability to work under tight deadlines in a high-performance environment.