Supporting the quantitative hedging team within a leading financial institution
- Maintain risk analytics and reports for life insurance company’s liquidity, ALM, and hedging needs
- Support liquidity and collateral related analytics, including cash and yield allocation.
- Manage and improve the reporting functional processes, and policies and procedures of the divisions objectives.
- Investigate and resolve analytical ALM issues in co-ordination with relevant stakeholders
- Provide historical capital market expertise including reference data, benchmarking, and analysis
- Define analytical reporting dashboards and procedures.
- Analyze return and risk variances and initiating corrective action.
- Work closely with cross functional partners to ensure collaboration and process efficiencies are maintained.
- Assist audit and risk partners by providing requested documentation and information, as needed.
- 6+ 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.
- Knowledge of fixed and payout annuities or long-term care products
- Excellent understanding of investment and finance concepts and be able to creatively apply them in solving analytical problems in the business setting.
- Excellent presentation & communication skills
- Bachelor’s and/or Master’s degree in a technical/quantitative discipline. CFA or FSA preferred
For immediate consideration, please forward resume and contact details to: email@example.com
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