ALM Risk Manager

  • Competitive Base & Bonus
  • Dallas, TX, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 11 Dec 18

Senior position supporting the variable annuity hedging team within a leading financial institution


  • Understand and evaluate variable annuity hedging P&L risk drivers and find ways to improve hedge performance and ALM 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.


  • 5+ years financial Services experience supporting enterprise quantitative risk and hedging programs
  • Strong analytical skills, capital market experience and Variable Annuity hedging
  • Broad 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
  • Graduate degree in mathematics, actuarial science, finance or related field preferred

For immediate consideration, please forward resume and contact details to:

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