Life Insurance ALM Risk Manager Position in Zurich
vor 1 Monat
coni + partner AG, a leading consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai, seeks a highly skilled mathematician to fill the role of Risk Manager Life Insurance ALM.
About the JobWe are searching for an experienced professional to produce replicating portfolios for the life insurance business, develop the life liability benchmark of investible replicating portfolios, calculate hedgeable versus non-hedgeable risk within Life business, and more. The ideal candidate will have a strong background in financial markets and valuation techniques.
Responsibilities:- 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
- Supporting the ALM risk working group
- Generating economic scenarios and assumptions for use in Embedded Value calculations
- Assessing ALM risk inherent within new product developments and Mergers & Acquisition
To be successful in this position, you should have:
- A Master's Degree or Ph.D. in a relevant field
- Experience in financial markets and valuation techniques
- Good technical skills and knowledge of Asset Liability Modelling/Management, product design, Market Consistent Embedded Value (
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