Seniorr Executive TA at Ageas Federal Life Insurance
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Ageas Federal - Chief Manager - Risk Management (5-6 yrs)
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.
- 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
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
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