Director, Risk Management, ALM Strategy
- Competitive Base & Bonus
- Baltimore, MD, USA Baltimore MD US
- Permanent, Full time
- Ashton Lane Group
- 20 Jun 18 2018-06-20
Senior position supporting the enterprise ALM / hedging team within a leading financial institution
- Serve as subject matter expert on enterprise level risk reporting to inform on risk profile across multiple frameworks.
- Assist ALM/hedging strategies commonly beneficial to multiple product lines for asymmetric risks.
- Help to design ALM/hedging strategies to mitigate risks which are best viewed at the legal entity level, for instance tax and capital.
- Interface and collaborate with ALM, actuarial, and finance professionals from all product lines as well as tax and capital professionals.
- Develop analysis tools to assess sensitivity quality and identify potential areas of improvement.
- Participate in onboarding of dedicated ALM system and subsequent deployment of system in efforts to optimize portfolio (assets and liabilities).
- Responsible for overseeing the development of various analytic models, which may include sensitivity analyses, stress testing, value-at-risk, scenario testing and Monte Carlo simulations in both a Risk-Neutral and Real-World framework.
- 7+ years Financial Services experience supporting enterprise quantitative risk and hedging programs
- In-depth understanding of investment and insurance products, with knowledge of at least one of life insurance, fixed and payout annuities, or long-term care products being most preferable.
- 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
- 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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