Reference #: W5394
Supporting the Life, Health and Retirement asset / liability management within a leading financial institution
- Solve, and innovate business problems related to assets, liabilities, and investments through rigorous quantitative approaches.
- Work on ALM strategy initiatives and research, risk appetite assessment and limits, methodology specification for products and liabilities, and credit, market, operational risk, hedging and cash flow models and assumptions.
- Conceptualize, devise, implement, and document quantitative solutions. Quantify the competitiveness of the organization’s operations and markets and evaluate the potential impact of changes.
- Provide advanced analytical and statistical proficiency as part of the finance and/or technology capability that resides within the broader ALM function including modeling, research, trading/hedging strategies. Discover business insights and identify opportunities through the use of financial engineering, statistical, algorithmic, and visualization techniques.
- Participate in the asset allocation process and enhance objective functions, constraints, and assumptions for portfolio optimization.
- Contribute to the capital and liquidity analytical developments and earnings-at-risk (EaR) frameworks for strategic and tactical decision making.
- Participate in the company-wide stress testing process, methodology and analysis.
- 4+ years asset / liability management experience within financial services / insurance
- Good understanding of risk methodologies used in banking or insurance industry
- Knowledge and skills necessary for investment analysis, hedging and research.
- Excellent understanding of investment and finance concepts and be able to creatively apply them in solving analytical problems in the business setting.
- People skills to manage/lead projects and the ability to inspire the team and provide insights to ALM colleagues
- Excellent presentation & communication skills
- Bachelor’s degree in a technical/quantitative discipline. CFA or FSA preferred