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: firstname.lastname@example.org
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