Senior Risk Analyst, Annuities ALM Strategy

  • Competitive Base & Bonus USD
  • Baltimore, MD, USA Baltimore MD US
  • Permanent, Full time
  • Ashton Lane Group
  • 17 Sep 18 2018-09-17

Supporting the variable annuity hedging platform within a leading financial institution

Responsibilities:

  • Understand and evaluate variable annuity hedging P&L risk drivers and find ways to improve hedge performance and Asset Liability Management  risk management.
  • Analyze and develop capital market solutions to manage insurance variable annuity ALM risk.
  • Follow the insurance industry trend and best practices, innovations in the capital market and help adopt advanced ALM strategies within the organization.
  • Interface with internal trading team to plan, coordinate and execute new ALM strategies or champion strategic changes in the current process.
  • Perform research in new investment or hedging strategies through back testing, time series analysis and capital modeling.
  • Provides analytical support to Management.  Requires decision making on development, presentation and interpretation of various ALM reports.
  • Models and quantifies risks including: equity and interest rate sensitivities, cash flow variability, credit, alternative investments or liquidity risks.
  • Works with colleagues to monitor and maintain hedging models and programs by: structuring new hedges, helping maintain portfolios on systems, and preparing portfolio hedge program and cash flow reports.  Participate in liability, asset and risk systems development projects.

Requirements:

  • Advanced degree in Mathematics/Hard Science with 3+ years Financial Services experience supporting quantitative risk and hedging programs
  • Possess strong analytical skills, capital market experience, insurance knowledge and Variable Annuity  hedging a plus.
  • 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

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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