Life Actuary Alm

vor 3 Wochen


Zurich, Schweiz coni+partner AG Vollzeit

Our client is an insurance in Zurich. We are searching for a mathematician (m, f, d) as

Life Actuary ALM

Tasks

Producing replicating portfolios for the life insurance business / Developing the life liability benchmark of investible replicating portfolios / Calculating hedgeable versus non-hedgeable risk within Life business / Producing management information for use in steering business based on replicating portfolios / Representing Group Life Actuarial at selected local Asset Liability Management Committees / Support the ALM risk working group / Generation of economic scenarios and assumptions for use in Embedded Value calculations / Responsible and part of the project to develop the framework for calculating Asset Liability Management risk based capital for Solvency II / Assessing ALM risk inherent within new product developments and Mergers & Acquisition and contributing to risk capital calculations.

**Requirements**:
Master Degree or Ph.D. / Experience in financial markets and valuation techniques / Good technical skills / Knowledge of Asset Liability Modelling/Management, product design, Market Consistent Embedded Value (“MCEV”) work, pricing and valuation of Life insurance products with embedded options and guarantees and Enterprise Risk Management / Highly cooperative, flexible, and enthusiastic personality / Strong interpersonal, networking, communication, problem-solving and listening skills / A passion to deliver with accurate, persistent, effective and efficient working methods / Fluent in oral and written English.

coni + partner ag

Ivano Coni

Managing Director

Klosbachstrasse 107

8032 Zürich

**Tel.**: +41 44 254 90 10


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