Senior Risk Analyst, Annuities ALM Strategy

Ashton Lane Group
Parkville, MD
Jun 14, 2018
Jun 15, 2018
Full Time
Responsibilities: 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. Requirements: 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: Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit Ashton Lane Group A trusted advisor throughout your career Supporting the variable annuity hedging platform within a leading financial institution

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