Job Purpose: The Chief Manager will under supervision of the Chief Risk Officer monitor and report identified financial risks and support the CRO in further developing/optimizing the financial risk framework. Key Accountabilities: - Compute Risk sensitivities of various funds including Modified Duration and PV01 - Analyse Liquidity Risk - Monitor risks in Guaranteed Funds using Portfolio Insurance Techniques - External Benchmarking and portfolio performance - Perform scenario test, stress test and sensitivity test - Collate various macro-economic data covering economy, debt market and equity market, - To recommend pricing interest rates for products to actuarial team, - To maintain Investment Policy, Liquidity Risk Policy, Market Risk Policy, Default Risk Policy, Derivative Policy and ALM Policy - To make risk related disclosures - To work on ALM including duration gaps, optimising ALM , Optimising hedging strategies using FRA,Work on Strategic Asset Allocation of portfolio sing efficient frontier models - To monitor MTM and VaR of Derivative portfolio, PV01 etc, to carry out system testing and UAT related to derivatives ALCO reports: Work Relationships : Ability to get along well with people. The candidate is required to co-ordinate with Back Office, Investments, Middle Office, Internal/External Auditors and Actuary. Qualification : BA/BCOM with CA/MBA/minimum 8 PAPERS OF INSTITUTE OF ACTUARIES Experience : Minimum 5-6 years in Insurance Industry in Risk or Actuarial function or experience in Mid Office of Bank

Anywhere in India/Multiple Locations

Others

Ageas Federal - Chief Manager - Risk Management 

Job Description for Ageas Federal - Chief Manager - Risk Management  in Ageas Federal Life Insurance in  Anywhere in India/Multiple Locations Others for (5-6) years of experience. Apply Now!