Investment Risk Manager

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • HFG , EA Licence No: 14C7034
  • 13 Nov 17 2017-11-13

HFG are working with a leading Life insurer who are looking for an Investment Risk manager to work in their ALM team. The role sits within the Investment Risk function with a strong Actuarial focus.

  • Work closely with the Actuarial team in Life and Capital management to ensure all aspects of ALM practices are reflected in the models.
  • Manage investment risks including rates, equities and credit within specified targets and tolerances. 
  • Produce hedging instructions and work with the strategic asset management partners. 
  • Develop and maintain ALM models
  • Perform investment risk attribution analysis to understand the sources of investment risk. 

Experience Required

  • Experience of asset and liability modelling. 
  • UK Life Insurance exposure 
  • Fluency in quantitative systems c++, matlab, VBA etc 
  • Qualified Actuary - highly desirable