Investment Risk Manager
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- HFG , Numéro de Licence EA : 14C7034
- 13 nov. 17 2017-11-13
HFG are working with a leading Life insurer who are looking for an Investment Risk manager to work in their ALM team. The role sits within the Investment Risk function with a strong Actuarial focus.
- Work closely with the Actuarial team in Life and Capital management to ensure all aspects of ALM practices are reflected in the models.
- Manage investment risks including rates, equities and credit within specified targets and tolerances.
- Produce hedging instructions and work with the strategic asset management partners.
- Develop and maintain ALM models
- Perform investment risk attribution analysis to understand the sources of investment risk.
- Experience of asset and liability modelling.
- UK Life Insurance exposure
- Fluency in quantitative systems c++, matlab, VBA etc
- Qualified Actuary - highly desirable