Job Description

• Provide oversight of investment & ALM and financial risks for assigned business units;
• Contribute towards strategic initiatives and projects related to risk appetite and risk limits development, including regular and ad-hoc SAA/TAA reviews;
• As part of continuous improvement in the company's risk management capabilities, assist in initiatives relating to risk management and/or investment issues, including: new policies or procedures; asset allocation initiatives; accounting or actuarial standards changes; capital or other regulatory requirements; desired process improvements or other drivers of change.
• Advise on setting limits for internal risk tolerances and risk limits within the Risk Appetite Framework.
• Develop and test valuation/financial models related to risk appetite, risk limits and other projects
• Monitoring and reporting appropriate market risk and liquidity risk measurement to ensure the organization operates within its risk appetite and investment strategy.
• Assist with Group committee meetings/agenda.
• Assist to embed the investment, ALM and financial risk management into ERM process and conduct ORSA as appropriate

Requirements

•  Prior insurance business experience.
• Understanding of IFRS, US regulatory, US Tax, and economic frameworks.
• Knowledge of derivatives and quantitative modeling
• Graduate / Bachelor's degree in a related field and FSA, CFA or other designation, plus 8+ years relevant experience.
• Knowledge of MS Excel (advance level required), VBA, Bloomberg
• Knowledge of capital markets, including swaps, equity options, liquidity and credit risk measurement