SVP Asset Liability Modeling (m/f)

Baltimore, MD
Jul 06, 2018
Jul 20, 2018
Accountant, IT
Full Time
The company operates within the financial industry.A' Develop and implement strategies designed to improve the risk/return profile for general account and third-party portfolios.Manage standard and complex modeling projects to research investment and ALM related risk.Manage the research, design, building and testing of new risk analytics tools.Represent the portfolio risk management group for interactions with external parties, including regulators, rating agencies, and clients.Create and deliver presentations to executive and senior management.Implements process improvements, consistency, governance, controls, and oversightManage a staff of risk analysts and/or actuaries.10+ years of financial analysis, engineering, capital markets, modeling, planning and forecastingRelevant experience in enterprise wide risk management within financial services and/or insuranceWorking knowledge of quantitative investment/derivative strategies and risk managementKnowledge of techniques and tools in market, credit and operational risk managementMarket consistent embedded value, or capital markets based insurance product development, risk management experience is valuableStrong written and verbal communication skills.Masters or PhD degree in mathematics, actuarial science, hard sciences, computer science, or related field required

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