Senior Risk Analyst, Annuities ALM Strategy
- Competitive Base & Bonus
- Baltimore, MD, USA Baltimore MD US
- Permanent, Full time
- Ashton Lane Group
- 06 Aug 18 2018-08-06
Supporting the variable annuity hedging platform within a leading financial institution
- 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.
- 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: email@example.com
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